+700.9%
GLD vs SU
+627.6%
+73.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.1% |
| 7D | -4.6% | +1.7% | -6.3% | -4.7% |
| 30D | -5.5% | -7.9% | +2.4% | -4.9% |
| 3M | -10.9% | +7.5% | -18.5% | -11.6% |
| 6M | -17.4% | +7.2% | -24.6% | -18.2% |
| YTD | -10.3% | +60.9% | -71.2% | -14.5% |
| 1Y | -7.2% | +63.6% | -70.8% | -11.6% |
| 3Y | +96.9% | +128.9% | -32.0% | +80.8% |
| 5Y | +103.8% | +228.3% | -124.5% | +79.1% |
| 10Y | +203.5% | +240.6% | -37.0% | +156.1% |
| All | +700.9% | +627.6% | +73.3% | +465.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling