+292.6%
INTC vs GLD
+738.4%
-445.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +7.8% |
| 7D | -14.4% | +4.7% | -19.1% | -15.1% |
| 30D | -50.2% | -0.9% | -49.4% | -50.1% |
| 3M | -43.6% | -4.4% | -39.2% | -43.2% |
| 6M | -50.2% | -13.6% | -36.6% | -49.2% |
| YTD | +52.5% | -6.0% | +58.5% | +54.7% |
| 1Y | +51.1% | +1.8% | +49.4% | +52.1% |
| 3Y | +50.3% | +103.2% | -52.9% | +41.8% |
| 5Y | +19.2% | +119.3% | -100.2% | +11.7% |
| 10Y | +105.1% | +199.5% | -94.4% | +90.2% |
| All | +292.6% | +738.4% | -445.8% | +232.6% |
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