+8,011.6%
GOOG vs GLD
+815.5%
+7,196.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -6.8% | +4.4% | -11.2% | -7.0% |
| 3M | -9.1% | -1.1% | -8.0% | -9.1% |
| 6M | +10.7% | -13.8% | +24.5% | +11.3% |
| YTD | +7.1% | +2.6% | +4.4% | +6.9% |
| 1Y | +44.6% | +24.5% | +20.1% | +43.5% |
| 3Y | +147.4% | +125.8% | +21.6% | +141.0% |
| 5Y | +133.8% | +137.8% | -4.0% | +126.9% |
| 10Y | +777.5% | +221.4% | +556.1% | +756.3% |
| All | +8,011.6% | +815.5% | +7,196.1% | +7,064.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling