+206.1%
GLD vs SPY
+307.0%
-100.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -4.6% | +2.6% | -7.2% | -4.8% |
| 30D | -5.5% | -2.0% | -3.5% | -5.3% |
| 3M | -10.9% | -2.8% | -8.1% | -10.6% |
| 6M | -17.4% | +2.1% | -19.6% | -17.6% |
| YTD | -10.3% | +11.5% | -21.8% | -11.1% |
| 1Y | -7.2% | +13.5% | -20.6% | -8.1% |
| 3Y | +96.9% | +77.7% | +19.2% | +89.0% |
| 5Y | +103.8% | +72.6% | +31.1% | +94.8% |
| All | +206.1% | +307.0% | -100.9% | +201.8% |
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