+212.2%
GLD vs SPY
+315.0%
-102.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.6% |
| 7D | +4.9% | +0.1% | +4.9% | +4.9% |
| 30D | -1.3% | -3.3% | +2.0% | -1.0% |
| 3M | -4.8% | -2.4% | -2.3% | -4.5% |
| 6M | -12.5% | +2.6% | -15.1% | -12.7% |
| YTD | -4.2% | +11.2% | -15.5% | -5.1% |
| 1Y | +3.0% | +13.4% | -10.3% | +2.0% |
| 3Y | +109.1% | +79.9% | +29.2% | +100.6% |
| 5Y | +121.6% | +72.2% | +49.4% | +111.9% |
| 10Y | +212.2% | +307.3% | -95.1% | +200.3% |
| All | +212.2% | +315.0% | -102.8% | +200.3% |
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