+107.2%
GLD vs U
-31.4%
+138.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +4.9% | +32.3% | -27.4% | +4.1% |
| 30D | -1.3% | +9.7% | -11.0% | -1.6% |
| 3M | -4.8% | +19.6% | -24.4% | -5.3% |
| 6M | -12.5% | +82.6% | -95.1% | -14.1% |
| YTD | -4.2% | +16.4% | -20.7% | -5.4% |
| 1Y | +3.0% | +28.5% | -25.4% | +1.6% |
| 3Y | +109.1% | +103.8% | +5.4% | +102.8% |
| 5Y | +121.6% | -70.0% | +191.6% | +117.8% |
| All | +107.2% | -31.4% | +138.6% | +98.5% |
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