+732.3%
GLD vs SYY
+309.5%
+422.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.7% |
| 7D | +2.8% | +4.7% | -1.9% | +2.8% |
| 30D | -4.0% | -0.7% | -3.3% | -4.0% |
| 3M | -8.2% | -6.8% | -1.5% | -8.2% |
| 6M | -14.8% | +8.6% | -23.5% | -14.9% |
| YTD | -6.8% | +8.4% | -15.2% | -6.8% |
| 1Y | -2.4% | +7.1% | -9.5% | -2.4% |
| 3Y | +105.8% | +25.2% | +80.6% | +106.1% |
| 5Y | +113.3% | +13.0% | +100.4% | +113.6% |
| 10Y | +208.4% | +88.9% | +119.5% | +211.5% |
| All | +732.3% | +309.5% | +422.8% | +755.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling