+667.7%
GOOGL vs GLD
+205.2%
+462.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | +1.6% | -2.0% | +3.5% | +1.9% |
| 30D | -16.8% | -4.4% | -12.4% | -16.2% |
| 3M | -14.6% | -8.9% | -5.7% | -13.3% |
| 6M | -24.4% | -16.0% | -8.4% | -22.3% |
| YTD | -6.1% | -7.9% | +1.8% | -5.2% |
| 1Y | +1.0% | -3.9% | +4.9% | +1.1% |
| 3Y | +123.4% | +103.4% | +20.0% | +98.2% |
| 5Y | +103.2% | +109.7% | -6.5% | +77.0% |
| 10Y | +667.7% | +211.8% | +455.9% | +610.5% |
| All | +667.7% | +205.2% | +462.5% | +610.5% |
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 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