+50.3%
INTC vs GLD
+102.3%
-52.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +8.1% |
| 7D | -14.4% | +4.7% | -19.1% | -16.5% |
| 30D | -50.2% | -0.9% | -49.4% | -49.8% |
| 3M | -43.6% | -4.4% | -39.2% | -42.4% |
| 6M | -50.2% | -13.6% | -36.6% | -47.2% |
| YTD | +52.5% | -6.0% | +58.5% | +59.3% |
| 1Y | +51.1% | +1.8% | +49.4% | +54.7% |
| 3Y | +50.3% | +103.2% | -52.9% | +10.2% |
| All | +50.3% | +102.3% | -52.0% | +10.2% |
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 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