+722.8%
GLD vs SPYG
+1,162.7%
-439.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -2.0% | -1.5% | -0.4% | -1.9% |
| 30D | -4.4% | -7.2% | +2.8% | -3.9% |
| 3M | -8.9% | -4.6% | -4.3% | -8.6% |
| 6M | -16.0% | -1.2% | -14.8% | -15.9% |
| YTD | -7.9% | +9.3% | -17.2% | -8.4% |
| 1Y | -3.9% | +8.8% | -12.7% | -4.4% |
| 3Y | +103.4% | +93.3% | +10.1% | +95.3% |
| 5Y | +109.7% | +71.7% | +38.0% | +101.7% |
| 10Y | +211.8% | +399.8% | -187.9% | +183.5% |
| All | +722.8% | +1,162.7% | -439.8% | +575.7% |
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