-23.9%
GLDG vs SPY
+649.4%
-673.3%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +14.9% | +0.1% | +14.8% | +14.9% |
| 3M | -1.8% | +2.0% | -3.8% | -2.4% |
| 6M | -33.7% | +13.0% | -46.8% | -37.3% |
| YTD | -13.6% | +13.5% | -27.1% | -18.3% |
| 1Y | +1.9% | +20.0% | -18.1% | -5.9% |
| 3Y | +27.1% | +77.2% | -50.1% | -3.9% |
| 5Y | -20.0% | +81.9% | -101.9% | -40.9% |
| 10Y | -47.6% | +314.1% | -361.6% | -71.1% |
| All | -23.9% | +649.4% | -673.3% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling