-56.2%
GLDG vs SPY
+304.1%
-360.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | +8.3% | -0.6% | +8.9% | +8.7% |
| 30D | -12.4% | -3.7% | -8.7% | -10.3% |
| 3M | -24.3% | -2.7% | -21.5% | -23.0% |
| 6M | -35.0% | +2.2% | -37.2% | -35.4% |
| YTD | -37.6% | +10.8% | -48.4% | -40.4% |
| 1Y | -43.9% | +11.2% | -55.1% | -46.4% |
| 3Y | -1.3% | +76.5% | -77.7% | -27.1% |
| 5Y | -46.6% | +72.9% | -119.5% | -60.7% |
| 10Y | -56.2% | +304.8% | -361.0% | -74.9% |
| All | -56.2% | +304.1% | -360.3% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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