-13.8%
GLD vs SPGI
+6.1%
-19.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.8% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | +4.4% | +8.4% | -4.0% | +4.1% |
| 3M | -1.1% | +11.8% | -12.9% | -1.8% |
| 6M | -13.8% | +5.7% | -19.5% | -14.7% |
| All | -13.8% | +6.1% | -19.9% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling