-2.4%
GLD vs SPGI
+2.3%
-4.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | +2.8% | +1.6% | +1.2% | +2.8% |
| 30D | -4.0% | +16.1% | -20.0% | -3.5% |
| 3M | -8.2% | +15.5% | -23.7% | -7.8% |
| 6M | -14.8% | +19.6% | -34.5% | -14.2% |
| YTD | -6.8% | -3.6% | -3.2% | -12.1% |
| 1Y | -2.4% | +2.2% | -4.6% | -9.3% |
| All | -2.4% | +2.3% | -4.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling