+739.4%
GLD vs SPY
+826.0%
-86.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +4.7% | -2.7% | +7.4% | +4.9% |
| 30D | -0.9% | -5.4% | +4.5% | -0.5% |
| 3M | -4.4% | -4.1% | -0.3% | -4.1% |
| 6M | -13.6% | +0.7% | -14.3% | -13.6% |
| YTD | -6.0% | +8.7% | -14.7% | -6.4% |
| 1Y | +1.8% | +10.9% | -9.1% | +1.2% |
| 3Y | +103.2% | +75.0% | +28.2% | +97.4% |
| 5Y | +119.3% | +67.8% | +51.5% | +112.9% |
| 10Y | +199.5% | +312.9% | -113.4% | +180.3% |
| All | +739.4% | +826.0% | -86.6% | +625.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling