+52.8%
GYLD vs SPY
+616.3%
-563.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | +0.8% | -2.4% | +3.1% | +1.8% |
| 3M | -6.4% | -1.2% | -5.2% | -6.0% |
| 6M | -2.9% | +3.3% | -6.2% | -4.6% |
| YTD | +4.3% | +12.3% | -8.0% | -1.7% |
| 1Y | +7.5% | +12.4% | -4.9% | +1.3% |
| 3Y | +45.3% | +78.8% | -33.6% | +7.1% |
| 5Y | +32.0% | +75.2% | -43.2% | -2.9% |
| 10Y | +57.8% | +311.1% | -253.4% | -28.9% |
| All | +52.8% | +616.3% | -563.5% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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