+101.6%
GLD vs U
-32.9%
+134.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.6% |
| 7D | +2.8% | +24.4% | -21.5% | +2.1% |
| 30D | -4.0% | +7.4% | -11.3% | -4.2% |
| 3M | -8.2% | +16.8% | -25.0% | -8.7% |
| 6M | -14.8% | +78.8% | -93.6% | -16.3% |
| YTD | -6.8% | +14.0% | -20.8% | -7.9% |
| 1Y | -2.4% | +16.7% | -19.1% | -3.6% |
| 3Y | +105.8% | +86.4% | +19.4% | +99.8% |
| 5Y | +113.3% | -71.5% | +184.8% | +109.9% |
| All | +101.6% | -32.9% | +134.5% | +93.3% |
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