+732.3%
GLD vs SPYG
+1,141.6%
-409.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.6% |
| 7D | +2.8% | -1.9% | +4.8% | +3.0% |
| 30D | -4.0% | -9.2% | +5.2% | -3.3% |
| 3M | -8.2% | -6.8% | -1.4% | -7.7% |
| 6M | -14.8% | -2.6% | -12.3% | -14.7% |
| YTD | -6.8% | +7.5% | -14.3% | -7.2% |
| 1Y | -2.4% | +6.7% | -9.1% | -2.8% |
| 3Y | +105.8% | +90.1% | +15.7% | +97.8% |
| 5Y | +113.3% | +69.2% | +44.1% | +105.4% |
| 10Y | +208.4% | +391.9% | -183.4% | +180.7% |
| All | +732.3% | +1,141.6% | -409.3% | +584.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling