+103.2%
GLD vs SPOT
+255.6%
-152.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | +4.7% | +1.6% | +3.1% | +4.7% |
| 30D | -0.9% | +17.6% | -18.5% | -1.2% |
| 3M | -4.4% | +26.9% | -31.3% | -5.0% |
| 6M | -13.6% | +41.8% | -55.4% | -14.4% |
| YTD | -6.0% | +3.8% | -9.8% | -6.1% |
| 1Y | +1.8% | -2.5% | +4.2% | +1.8% |
| 3Y | +103.2% | +260.6% | -157.4% | +110.8% |
| All | +103.2% | +255.6% | -152.4% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 3y: compounded portfolio wealth divided by compounded SPOT 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…
3y analysis · Full analysis span regression · 6 months rolling