+114.5%
GOOG vs GLD
+104.6%
+9.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.2% |
| 7D | +2.4% | +2.8% | -0.4% | +1.8% |
| 30D | -18.1% | -4.0% | -14.1% | -17.5% |
| 3M | -19.9% | -8.2% | -11.6% | -18.7% |
| 6M | -28.2% | -14.8% | -13.3% | -26.1% |
| YTD | -9.0% | -6.8% | -2.2% | -8.5% |
| 1Y | -1.7% | -2.4% | +0.7% | -2.2% |
| 3Y | +114.5% | +105.8% | +8.8% | +70.5% |
| All | +114.5% | +104.6% | +9.9% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling