+217.1%
GLD vs SPY
+313.2%
-96.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | +0.1% | +4.3% | +4.4% |
| 3M | -1.1% | +2.0% | -3.1% | -1.3% |
| 6M | -13.8% | +13.0% | -26.8% | -14.7% |
| YTD | +2.6% | +13.5% | -10.9% | +1.5% |
| 1Y | +24.5% | +20.0% | +4.5% | +22.7% |
| 3Y | +125.8% | +77.2% | +48.7% | +116.7% |
| 5Y | +137.8% | +81.9% | +55.9% | +126.7% |
| All | +217.1% | +313.2% | -96.0% | +209.0% |
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