+96.6%
GLD vs SU
+130.2%
-33.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.8% |
| 7D | -5.5% | +0.3% | -5.8% | -5.5% |
| 30D | -7.0% | -7.9% | +0.8% | -6.7% |
| 3M | -12.4% | +9.2% | -21.5% | -13.2% |
| 6M | -18.0% | +5.5% | -23.5% | -18.7% |
| YTD | -10.5% | +59.5% | -69.9% | -15.7% |
| 1Y | -8.1% | +59.9% | -68.0% | -13.5% |
| All | +96.6% | +130.2% | -33.6% | +74.9% |
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