+140.0%
GLD vs SU
+360.6%
-220.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | +3.2% | +13.5% | -10.3% | +2.0% |
| 6M | -14.6% | +21.8% | -36.5% | -16.5% |
| YTD | +1.8% | +58.8% | -57.1% | -2.8% |
| 1Y | +20.7% | +72.0% | -51.3% | +14.4% |
| 3Y | +126.5% | +121.7% | +4.8% | +108.5% |
| 5Y | +140.0% | +350.4% | -210.4% | +119.9% |
| All | +140.0% | +360.6% | -220.5% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling