+218.6%
GLD vs SYY
+112.2%
+106.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.9% |
| 7D | +0.1% | -0.2% | +0.4% | +0.1% |
| 30D | +0.2% | -2.7% | +2.9% | +0.2% |
| 3M | +3.2% | +5.9% | -2.7% | +3.1% |
| 6M | -14.6% | -2.3% | -12.3% | -14.7% |
| YTD | +1.8% | +13.1% | -11.3% | +1.7% |
| 1Y | +20.7% | +3.8% | +17.0% | +20.6% |
| 3Y | +126.5% | +26.7% | +99.8% | +126.2% |
| 5Y | +140.0% | +19.4% | +120.6% | +139.7% |
| All | +218.6% | +112.2% | +106.4% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling