+138.9%
GLD vs SPYG
+84.3%
+54.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +0.7% | +1.2% | -0.4% | +0.6% |
| 30D | +0.3% | -1.6% | +1.9% | +0.5% |
| 3M | +0.6% | +3.4% | -2.7% | +0.2% |
| 6M | -15.6% | +18.9% | -34.5% | -17.0% |
| YTD | +0.9% | +13.8% | -12.9% | -0.6% |
| 1Y | +19.4% | +20.6% | -1.2% | +17.2% |
| 3Y | +124.5% | +100.5% | +24.0% | +112.1% |
| 5Y | +138.9% | +84.6% | +54.3% | +121.8% |
| All | +138.9% | +84.3% | +54.7% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling