+206.1%
GLD vs SU
+242.3%
-36.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.1% |
| 7D | -4.6% | +1.7% | -6.3% | -4.6% |
| 30D | -5.5% | -7.9% | +2.4% | -5.3% |
| 3M | -10.9% | +7.5% | -18.5% | -11.2% |
| 6M | -17.4% | +7.2% | -24.6% | -17.7% |
| YTD | -10.3% | +60.9% | -71.2% | -12.1% |
| 1Y | -7.2% | +63.6% | -70.8% | -9.1% |
| 3Y | +96.9% | +128.9% | -32.0% | +90.4% |
| 5Y | +103.8% | +228.3% | -124.5% | +95.9% |
| All | +206.1% | +242.3% | -36.2% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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