+340.7%
GLD vs SPXU
-100.0%
+440.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +4.4% | +0.8% | +3.6% | +4.4% |
| 3M | -1.1% | -4.7% | +3.6% | -1.1% |
| 6M | -13.8% | -29.6% | +15.8% | -14.4% |
| YTD | +2.6% | -29.9% | +32.5% | +2.0% |
| 1Y | +24.5% | -39.1% | +63.6% | +23.4% |
| 3Y | +125.8% | -80.0% | +205.8% | +120.1% |
| 5Y | +137.8% | -86.0% | +223.8% | +131.3% |
| 10Y | +221.4% | -99.5% | +320.9% | +202.2% |
| All | +340.7% | -100.0% | +440.6% | +238.3% |
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