+746.1%
GLD vs SPGI
+1,591.0%
-844.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.8% |
| 7D | +1.9% | +2.6% | -0.7% | +1.9% |
| 30D | -1.8% | +19.3% | -21.0% | -1.7% |
| 3M | -3.6% | +15.5% | -19.1% | -3.6% |
| 6M | -10.2% | +18.3% | -28.6% | -10.1% |
| YTD | -5.3% | -3.8% | -1.5% | -5.3% |
| 1Y | +2.5% | +1.3% | +1.1% | +2.4% |
| 3Y | +103.2% | +33.6% | +69.6% | +103.5% |
| 5Y | +121.1% | +13.2% | +107.9% | +120.7% |
| 10Y | +201.9% | +346.3% | -144.4% | +212.9% |
| All | +746.1% | +1,591.0% | -844.9% | +790.7% |
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 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