+104.1%
GLD vs SPG
+84.0%
+20.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -4.6% | +2.0% | -6.6% | -4.7% |
| 30D | -5.5% | +17.2% | -22.7% | -6.0% |
| 3M | -10.9% | +6.3% | -17.2% | -11.1% |
| 6M | -17.4% | +18.7% | -36.1% | -18.0% |
| YTD | -10.3% | +30.1% | -40.4% | -11.3% |
| 1Y | -7.2% | +32.8% | -39.9% | -8.3% |
| 3Y | +96.9% | +133.6% | -36.7% | +90.1% |
| All | +104.1% | +84.0% | +20.1% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling