+816.6%
GLD vs SU
+600.7%
+215.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | +3.6% | -4.1% | -0.8% |
| 30D | +4.4% | +7.9% | -3.5% | +3.6% |
| 3M | -1.1% | +3.5% | -4.6% | -1.5% |
| 6M | -13.8% | +19.0% | -32.7% | -15.4% |
| YTD | +2.6% | +55.0% | -52.3% | -1.7% |
| 1Y | +24.5% | +71.2% | -46.7% | +18.1% |
| 3Y | +125.8% | +117.4% | +8.4% | +108.5% |
| 5Y | +137.8% | +335.2% | -197.4% | +103.8% |
| 10Y | +221.4% | +248.7% | -27.4% | +170.2% |
| All | +816.6% | +600.7% | +215.9% | +550.0% |
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