+816.6%
GLD vs SPGI
+1,487.6%
-671.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.9% |
| 7D | -0.5% | +0.1% | -0.7% | -0.5% |
| 30D | +4.4% | +8.4% | -4.0% | +4.4% |
| 3M | -1.1% | +11.8% | -12.9% | -1.0% |
| 6M | -13.8% | +5.7% | -19.5% | -13.7% |
| YTD | +2.6% | -9.7% | +12.3% | +2.6% |
| 1Y | +24.5% | -12.5% | +37.0% | +24.4% |
| 3Y | +125.8% | +21.8% | +104.0% | +126.1% |
| 5Y | +137.8% | +8.2% | +129.6% | +137.4% |
| 10Y | +221.4% | +309.5% | -88.1% | +232.8% |
| All | +816.6% | +1,487.6% | -671.0% | +864.6% |
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