+726.4%
GOLD vs SPY
+390.2%
+336.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.1% | -2.7% | +1.7% | +0.6% |
| 30D | -7.5% | -5.4% | -2.1% | -4.6% |
| 3M | -8.1% | -4.1% | -4.1% | -6.0% |
| 6M | -10.0% | +0.7% | -10.7% | -10.0% |
| YTD | +14.3% | +8.7% | +5.7% | +10.5% |
| 1Y | +57.0% | +10.9% | +46.1% | +50.3% |
| 3Y | +52.7% | +75.0% | -22.3% | +19.7% |
| 5Y | +26.4% | +67.8% | -41.4% | -0.7% |
| 10Y | +609.5% | +312.9% | +296.6% | +391.2% |
| All | +726.4% | +390.2% | +336.1% | +417.0% |
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