+208.4%
GLD vs SPYM
+310.0%
-101.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.6% |
| 7D | +2.8% | -0.6% | +3.4% | +2.9% |
| 30D | -4.0% | -3.7% | -0.3% | -3.6% |
| 3M | -8.2% | -2.7% | -5.5% | -8.0% |
| 6M | -14.8% | +2.2% | -17.1% | -15.0% |
| YTD | -6.8% | +10.9% | -17.7% | -7.6% |
| 1Y | -2.4% | +11.3% | -13.7% | -3.2% |
| 3Y | +105.8% | +76.8% | +28.9% | +97.7% |
| 5Y | +113.3% | +73.5% | +39.8% | +104.0% |
| 10Y | +208.4% | +307.9% | -99.5% | +201.4% |
| All | +208.4% | +310.0% | -101.5% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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