+723.1%
GOLD vs SPY
+400.0%
+323.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | -4.2% | -0.6% | -3.6% | -3.7% |
| 30D | -7.9% | -3.7% | -4.2% | -5.9% |
| 3M | -11.6% | -2.7% | -8.8% | -10.1% |
| 6M | -14.9% | +2.2% | -17.1% | -15.6% |
| YTD | +13.9% | +10.8% | +3.0% | +8.9% |
| 1Y | +44.1% | +11.2% | +32.9% | +37.6% |
| 3Y | +68.3% | +76.5% | -8.2% | +31.2% |
| 5Y | +29.4% | +72.9% | -43.5% | +0.4% |
| 10Y | +510.1% | +304.8% | +205.3% | +318.8% |
| All | +723.1% | +400.0% | +323.1% | +409.6% |
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