+213.3%
GLD vs SPG
+61.5%
+151.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.7% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +0.3% | -4.9% | +5.3% | +0.3% |
| 3M | +0.6% | +3.3% | -2.7% | +0.6% |
| 6M | -15.6% | +11.2% | -26.8% | -15.6% |
| YTD | +0.9% | +17.1% | -16.2% | +0.8% |
| 1Y | +19.4% | +21.6% | -2.2% | +19.3% |
| 3Y | +124.5% | +111.9% | +12.6% | +124.0% |
| 5Y | +138.9% | +106.9% | +32.0% | +138.2% |
| 10Y | +213.3% | +62.2% | +151.1% | +230.9% |
| All | +213.3% | +61.5% | +151.7% | +230.9% |
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