+93.9%
INTC vs GLD
+139.9%
-46.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.8% |
| 7D | +7.1% | -0.5% | +7.6% | +7.3% |
| 30D | -5.2% | +4.4% | -9.6% | -7.1% |
| 3M | -14.3% | -1.1% | -13.2% | -14.2% |
| 6M | +110.2% | -13.8% | +124.0% | +119.8% |
| YTD | +159.6% | +2.6% | +157.0% | +158.3% |
| 1Y | +289.3% | +24.5% | +264.8% | +263.0% |
| 3Y | +166.1% | +125.8% | +40.2% | +92.4% |
| All | +93.9% | +139.9% | -46.0% | +33.9% |
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