+222.1%
GLD vs SPOT
+227.0%
-4.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.8% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | +4.4% | +12.5% | -8.1% | +4.1% |
| 3M | -1.1% | +9.9% | -11.0% | -1.3% |
| 6M | -13.8% | +1.6% | -15.3% | -13.9% |
| YTD | +2.6% | -6.6% | +9.2% | +2.6% |
| 1Y | +24.5% | -22.9% | +47.4% | +25.0% |
| 3Y | +125.8% | +244.3% | -118.4% | +119.1% |
| 5Y | +137.8% | +117.8% | +20.0% | +129.9% |
| All | +222.1% | +227.0% | -4.9% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling