+739.4%
GLD vs SPGI
+1,574.5%
-835.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +4.7% | +0.3% | +4.4% | +4.7% |
| 30D | -0.9% | +18.4% | -19.3% | -0.8% |
| 3M | -4.4% | +15.7% | -20.1% | -4.3% |
| 6M | -13.6% | +17.3% | -30.8% | -13.5% |
| YTD | -6.0% | -4.7% | -1.3% | -6.0% |
| 1Y | +1.8% | +1.8% | 0.0% | +1.8% |
| 3Y | +103.2% | +31.7% | +71.5% | +103.5% |
| 5Y | +119.3% | +12.1% | +107.3% | +119.0% |
| 10Y | +199.5% | +341.9% | -142.5% | +210.4% |
| All | +739.4% | +1,574.5% | -835.1% | +783.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling