+0.3%
GLD vs U
+24.0%
-23.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +4.9% | +32.3% | -27.4% | +1.8% |
| 30D | -1.3% | +9.7% | -11.0% | -2.6% |
| 3M | -4.8% | +19.6% | -24.4% | -6.9% |
| 6M | -12.5% | +82.6% | -95.1% | -18.3% |
| YTD | -4.2% | +16.4% | -20.7% | -5.5% |
| All | +0.3% | +24.0% | -23.7% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling