+133.7%
GOOG vs GLD
+137.9%
-4.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.3% |
| 7D | +1.1% | +0.7% | +0.3% | +0.9% |
| 30D | -5.1% | +0.3% | -5.4% | -5.2% |
| 3M | -7.1% | +0.6% | -7.7% | -7.3% |
| 6M | +12.7% | -15.6% | +28.2% | +15.7% |
| YTD | +7.1% | +0.9% | +6.2% | +6.2% |
| 1Y | +43.6% | +19.4% | +24.2% | +37.8% |
| 3Y | +146.8% | +124.5% | +22.3% | +105.4% |
| 5Y | +133.7% | +138.9% | -5.3% | +80.8% |
| All | +133.7% | +137.9% | -4.2% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling