+816.6%
GLD vs SPYG
+1,221.0%
-404.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.4% | -0.4% | +4.8% | +4.4% |
| 3M | -1.1% | +0.5% | -1.6% | -1.1% |
| 6M | -13.8% | +17.5% | -31.2% | -14.7% |
| YTD | +2.6% | +14.3% | -11.7% | +1.7% |
| 1Y | +24.5% | +21.7% | +2.8% | +22.9% |
| 3Y | +125.8% | +98.6% | +27.2% | +116.2% |
| 5Y | +137.8% | +85.1% | +52.7% | +127.5% |
| 10Y | +221.4% | +412.0% | -190.7% | +191.5% |
| All | +816.6% | +1,221.0% | -404.5% | +650.2% |
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 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