-44.6%
GLDG vs SPY
+312.5%
-357.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | -0.9% | -0.4% | -0.6% | -0.7% |
| 30D | +4.9% | -1.4% | +6.2% | +5.7% |
| 3M | +18.7% | +3.7% | +15.0% | +16.5% |
| 6M | -30.3% | +13.0% | -43.3% | -34.4% |
| YTD | -13.6% | +12.4% | -26.0% | -18.3% |
| 1Y | -13.6% | +18.5% | -32.1% | -20.3% |
| 3Y | +33.3% | +77.6% | -44.3% | -2.4% |
| 5Y | -15.6% | +81.7% | -97.3% | -39.8% |
| 10Y | -44.6% | +319.7% | -364.3% | -74.4% |
| All | -44.6% | +312.5% | -357.1% | -74.4% |
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