+102.3%
GLD vs SPG
+137.4%
-35.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.0% | +2.7% | -4.7% | -2.1% |
| 30D | -4.4% | +16.6% | -21.0% | -5.2% |
| 3M | -8.9% | +8.1% | -17.0% | -9.3% |
| 6M | -16.0% | +19.3% | -35.3% | -16.9% |
| YTD | -7.9% | +31.1% | -38.9% | -9.3% |
| 1Y | -3.9% | +32.8% | -36.6% | -5.4% |
| All | +102.3% | +137.4% | -35.1% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling