+44.6%
GOOG vs GLD
+24.4%
+20.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -6.8% | +4.4% | -11.2% | -7.7% |
| 3M | -9.1% | -1.1% | -8.0% | -8.8% |
| 6M | +10.7% | -13.8% | +24.5% | +12.7% |
| YTD | +7.1% | +2.6% | +4.4% | +5.4% |
| 1Y | +44.6% | +24.5% | +20.1% | +34.8% |
| All | +44.6% | +24.4% | +20.2% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 1y: compounded portfolio wealth divided by compounded GLD 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…
1y analysis · Full analysis span regression · 6 months rolling