+8,049.4%
GOOGL vs GLD
+815.5%
+7,233.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -6.6% | +4.4% | -11.0% | -6.8% |
| 3M | -8.9% | -1.1% | -7.9% | -8.9% |
| 6M | +11.9% | -13.8% | +25.7% | +12.5% |
| YTD | +8.3% | +2.6% | +5.7% | +8.2% |
| 1Y | +46.2% | +24.5% | +21.7% | +45.1% |
| 3Y | +151.9% | +125.8% | +26.0% | +145.3% |
| 5Y | +137.7% | +137.8% | -0.1% | +130.7% |
| 10Y | +757.6% | +221.4% | +536.2% | +737.2% |
| All | +8,049.4% | +815.5% | +7,233.9% | +7,103.3% |
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 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