+96.6%
GLD vs SPOT
+252.1%
-155.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.8% |
| 7D | -5.5% | -2.6% | -2.9% | -5.4% |
| 30D | -7.0% | +13.5% | -20.5% | -7.2% |
| 3M | -12.4% | +22.2% | -34.6% | -12.8% |
| 6M | -18.0% | +38.3% | -56.3% | -18.8% |
| YTD | -10.5% | +3.1% | -13.5% | -10.6% |
| 1Y | -8.1% | -7.6% | -0.4% | -7.9% |
| All | +96.6% | +252.1% | -155.5% | +100.5% |
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