+6,838.1%
GOOGL vs GLD
+754.2%
+6,083.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | +3.3% | +4.9% | -1.7% | +3.0% |
| 30D | -18.1% | -1.3% | -16.7% | -18.0% |
| 3M | -18.6% | -4.8% | -13.9% | -18.4% |
| 6M | -28.0% | -12.5% | -15.5% | -27.6% |
| YTD | -7.8% | -4.2% | -3.5% | -7.6% |
| 1Y | +3.6% | +3.0% | +0.6% | +3.5% |
| 3Y | +123.4% | +109.1% | +14.2% | +118.3% |
| 5Y | +95.3% | +121.6% | -26.2% | +90.3% |
| 10Y | +622.2% | +212.2% | +410.0% | +607.8% |
| All | +6,838.1% | +754.2% | +6,083.8% | +6,053.2% |
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