+311.1%
GLD vs SPXU
-100.0%
+411.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.0% | +8.9% | +1.7% |
| 7D | +4.9% | -1.5% | +6.4% | +4.9% |
| 30D | -1.3% | +9.7% | -11.0% | -1.0% |
| 3M | -4.8% | +8.4% | -13.2% | -4.5% |
| 6M | -12.5% | -5.7% | -6.8% | -12.5% |
| YTD | -4.2% | -25.4% | +21.2% | -4.6% |
| 1Y | +3.0% | -28.9% | +31.9% | +2.5% |
| 3Y | +109.1% | -81.2% | +190.3% | +103.8% |
| 5Y | +121.6% | -83.3% | +204.9% | +116.4% |
| 10Y | +212.2% | -99.5% | +311.7% | +194.2% |
| All | +311.1% | -100.0% | +411.1% | +216.4% |
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