+94.0%
GLD vs U
-29.6%
+123.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.1% | 0.0% |
| 7D | -4.6% | +2.6% | -7.1% | -4.7% |
| 30D | -5.5% | +27.6% | -33.0% | -6.2% |
| 3M | -10.9% | +15.3% | -26.2% | -11.4% |
| 6M | -17.4% | +96.4% | -113.8% | -19.0% |
| YTD | -10.3% | +19.6% | -29.9% | -11.5% |
| 1Y | -7.2% | +42.1% | -49.3% | -8.6% |
| 3Y | +96.9% | +87.5% | +9.4% | +91.0% |
| 5Y | +103.8% | -73.1% | +176.9% | +100.6% |
| All | +94.0% | -29.6% | +123.6% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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