+616.9%
GOOGL vs GLD
+203.7%
+413.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +1.8% | +4.7% | -2.9% | +0.9% |
| 30D | -18.8% | -0.9% | -17.9% | -18.6% |
| 3M | -20.3% | -4.4% | -15.9% | -19.8% |
| 6M | -28.4% | -13.6% | -14.8% | -26.7% |
| YTD | -8.8% | -6.0% | -2.8% | -8.3% |
| 1Y | +0.3% | +1.8% | -1.5% | -0.5% |
| 3Y | +120.7% | +103.2% | +17.5% | +95.1% |
| 5Y | +93.1% | +119.3% | -26.2% | +66.6% |
| All | +616.9% | +203.7% | +413.2% | +580.9% |
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