+816.6%
GLD vs SPG
+829.4%
-12.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | +4.4% | -6.8% | +11.2% | +4.4% |
| 3M | -1.1% | +2.7% | -3.8% | -1.1% |
| 6M | -13.8% | +5.5% | -19.2% | -13.8% |
| YTD | +2.6% | +15.7% | -13.1% | +2.6% |
| 1Y | +24.5% | +20.9% | +3.6% | +24.4% |
| 3Y | +125.8% | +112.4% | +13.5% | +125.1% |
| 5Y | +137.8% | +101.4% | +36.4% | +136.9% |
| 10Y | +221.4% | +60.6% | +160.7% | +221.2% |
| All | +816.6% | +829.4% | -12.9% | +770.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling