+211.8%
GLD vs SPG
+116.4%
+95.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.0% | +2.7% | -4.7% | -2.0% |
| 30D | -4.4% | +16.6% | -21.0% | -4.5% |
| 3M | -8.9% | +8.1% | -17.0% | -9.0% |
| 6M | -16.0% | +19.3% | -35.3% | -16.1% |
| YTD | -7.9% | +31.1% | -38.9% | -8.0% |
| 1Y | -3.9% | +32.8% | -36.6% | -4.0% |
| 3Y | +103.4% | +135.8% | -32.4% | +103.0% |
| 5Y | +109.7% | +85.1% | +24.6% | +108.8% |
| 10Y | +211.8% | +115.9% | +95.9% | +215.7% |
| All | +211.8% | +116.4% | +95.5% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling