+816.6%
GLD vs SYY
+319.3%
+497.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.8% |
| 7D | -0.5% | -2.3% | +1.8% | -0.5% |
| 30D | +4.4% | -4.9% | +9.3% | +4.4% |
| 3M | -1.1% | +8.4% | -9.5% | -1.1% |
| 6M | -13.8% | -7.4% | -6.4% | -13.8% |
| YTD | +2.6% | +11.0% | -8.3% | +2.7% |
| 1Y | +24.5% | -0.2% | +24.7% | +24.5% |
| 3Y | +125.8% | +23.8% | +102.1% | +126.1% |
| 5Y | +137.8% | +18.1% | +119.7% | +138.1% |
| 10Y | +221.4% | +94.6% | +126.8% | +224.7% |
| All | +816.6% | +319.3% | +497.3% | +842.3% |
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