+104.1%
GLD vs SPGI
+15.2%
+88.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -4.6% | +1.2% | -5.8% | -4.6% |
| 30D | -5.5% | +15.9% | -21.4% | -6.3% |
| 3M | -10.9% | +12.3% | -23.2% | -11.5% |
| 6M | -17.4% | +23.7% | -41.1% | -18.5% |
| YTD | -10.3% | -3.5% | -6.8% | -10.4% |
| 1Y | -7.2% | +0.4% | -7.6% | -7.6% |
| 3Y | +96.9% | +29.9% | +67.0% | +89.2% |
| All | +104.1% | +15.2% | +88.9% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling