+152.6%
GOOGL vs GLD
+128.1%
+24.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -6.6% | +4.4% | -11.0% | -7.3% |
| 3M | -8.9% | -1.1% | -7.9% | -8.8% |
| 6M | +11.9% | -13.8% | +25.7% | +14.0% |
| YTD | +8.3% | +2.6% | +5.7% | +7.4% |
| 1Y | +46.2% | +24.5% | +21.7% | +40.9% |
| All | +152.6% | +128.1% | +24.5% | +121.3% |
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