+772.7%
GOOG vs GLD
+217.0%
+555.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -7.7% | +0.2% | -7.9% | -7.7% |
| 3M | -9.3% | +3.2% | -12.5% | -9.8% |
| 6M | +7.4% | -14.6% | +22.1% | +9.7% |
| YTD | +4.9% | +1.8% | +3.1% | +4.1% |
| 1Y | +37.2% | +20.7% | +16.5% | +32.8% |
| 3Y | +141.6% | +126.5% | +15.1% | +111.7% |
| 5Y | +128.8% | +140.0% | -11.3% | +96.5% |
| 10Y | +772.7% | +218.2% | +554.5% | +664.9% |
| All | +772.7% | +217.0% | +555.7% | +664.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling