+205.6%
GLD vs SPYG
+397.7%
-192.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -5.5% | +4.2% | -9.7% | -5.9% |
| 30D | -7.0% | -7.4% | +0.4% | -6.3% |
| 3M | -12.4% | -5.3% | -7.1% | -11.9% |
| 6M | -18.0% | -1.2% | -16.8% | -17.9% |
| YTD | -10.5% | +9.0% | -19.4% | -11.1% |
| 1Y | -8.1% | +8.8% | -16.9% | -8.7% |
| 3Y | +97.7% | +92.8% | +4.9% | +88.9% |
| 5Y | +103.4% | +69.3% | +34.2% | +94.5% |
| All | +205.6% | +397.7% | -192.0% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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