+126.1%
GLD vs SU
+120.6%
+5.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | +0.1% | +1.6% | -1.4% | 0.0% |
| 30D | +0.2% | +10.7% | -10.5% | -0.6% |
| 3M | +3.2% | +13.5% | -10.3% | +2.0% |
| 6M | -14.6% | +21.8% | -36.5% | -16.9% |
| YTD | +1.8% | +58.8% | -57.1% | -3.8% |
| 1Y | +20.7% | +72.0% | -51.3% | +13.0% |
| All | +126.1% | +120.6% | +5.5% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling