+211.8%
GLD vs SPY
+311.8%
-99.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.3% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | -4.4% | -2.4% | -2.1% | -4.2% |
| 3M | -8.9% | -1.2% | -7.8% | -8.8% |
| 6M | -16.0% | +3.3% | -19.3% | -16.2% |
| YTD | -7.9% | +12.3% | -20.1% | -8.7% |
| 1Y | -3.9% | +12.4% | -16.3% | -4.8% |
| 3Y | +103.4% | +78.8% | +24.6% | +95.1% |
| 5Y | +109.7% | +75.2% | +34.6% | +100.3% |
| 10Y | +211.8% | +311.1% | -99.3% | +206.4% |
| All | +211.8% | +311.8% | -99.9% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling