+121.6%
GLD vs SPXU
-83.1%
+204.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.0% | +8.9% | +1.4% |
| 7D | +4.9% | -1.5% | +6.4% | +4.9% |
| 30D | -1.3% | +9.7% | -11.0% | -0.6% |
| 3M | -4.8% | +8.4% | -13.2% | -4.1% |
| 6M | -12.5% | -5.7% | -6.8% | -12.4% |
| YTD | -4.2% | -25.4% | +21.2% | -5.1% |
| 1Y | +3.0% | -28.9% | +31.9% | +2.0% |
| 3Y | +109.1% | -81.2% | +190.3% | +99.5% |
| 5Y | +121.6% | -83.3% | +204.9% | +108.6% |
| All | +121.6% | -83.1% | +204.6% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling