+118.6%
GLD vs SPY
+67.4%
+51.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +4.7% | -2.7% | +7.4% | +5.2% |
| 30D | -0.9% | -5.4% | +4.5% | +0.1% |
| 3M | -4.4% | -4.1% | -0.3% | -3.7% |
| 6M | -13.6% | +0.7% | -14.3% | -13.5% |
| YTD | -6.0% | +8.7% | -14.7% | -6.9% |
| 1Y | +1.8% | +10.9% | -9.1% | +0.5% |
| 3Y | +103.2% | +75.0% | +28.2% | +91.0% |
| All | +118.6% | +67.4% | +51.2% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling