+205.0%
GLD vs SPG
+109.7%
+95.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +4.7% | +4.9% | -0.2% | +4.7% |
| 30D | -0.9% | +15.6% | -16.5% | -0.9% |
| 3M | -4.4% | +4.1% | -8.5% | -4.4% |
| 6M | -13.6% | +13.6% | -27.1% | -13.6% |
| YTD | -6.0% | +27.5% | -33.5% | -6.1% |
| 1Y | +1.8% | +32.2% | -30.5% | +1.6% |
| 3Y | +103.2% | +126.0% | -22.8% | +102.8% |
| 5Y | +119.3% | +74.7% | +44.6% | +118.4% |
| All | +205.0% | +109.7% | +95.3% | +208.4% |
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