+300.1%
GLD vs SPXU
-100.0%
+400.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.6% |
| 7D | +2.8% | +0.5% | +2.3% | +2.9% |
| 30D | -4.0% | +10.9% | -14.9% | -3.6% |
| 3M | -8.2% | +9.6% | -17.9% | -7.9% |
| 6M | -14.8% | -4.7% | -10.2% | -14.8% |
| YTD | -6.8% | -24.6% | +17.8% | -7.2% |
| 1Y | -2.4% | -24.7% | +22.3% | -2.7% |
| 3Y | +105.8% | -80.0% | +185.8% | +100.8% |
| 5Y | +113.3% | -83.5% | +196.8% | +108.3% |
| 10Y | +208.4% | -99.5% | +307.9% | +190.8% |
| All | +300.1% | -100.0% | +400.1% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling