+27.8%
INTC vs GLD
+104.2%
-76.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +6.0% | -4.6% | +10.6% | +8.3% |
| 30D | -39.2% | -5.5% | -33.7% | -37.3% |
| 3M | -42.9% | -10.9% | -32.0% | -39.8% |
| 6M | -50.4% | -17.4% | -33.0% | -46.1% |
| YTD | +61.7% | -10.3% | +72.0% | +71.2% |
| 1Y | +66.1% | -7.2% | +73.3% | +73.7% |
| 3Y | +58.1% | +96.9% | -38.8% | +18.3% |
| All | +27.8% | +104.2% | -76.3% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling