+879.0%
GOLD vs SPY
+412.2%
+466.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.4% | +11.6% | +11.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +6.5% | +0.1% | +6.4% | +6.4% |
| 3M | +12.6% | +2.0% | +10.6% | +11.5% |
| 6M | -17.2% | +13.0% | -30.2% | -21.9% |
| YTD | +36.6% | +13.5% | +23.1% | +28.8% |
| 1Y | +96.4% | +20.0% | +76.5% | +80.7% |
| 3Y | +34.5% | +77.2% | -42.7% | +4.2% |
| 5Y | +124.8% | +81.9% | +43.0% | +70.9% |
| 10Y | +630.8% | +314.1% | +316.8% | +394.4% |
| All | +879.0% | +412.2% | +466.8% | +497.6% |
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