+314.2%
INTC vs GLD
+754.2%
-440.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.2% |
| 7D | -1.0% | +4.9% | -5.9% | -1.8% |
| 30D | -43.3% | -1.3% | -42.0% | -43.1% |
| 3M | -41.6% | -4.8% | -36.8% | -41.1% |
| 6M | -52.5% | -12.5% | -40.0% | -51.6% |
| YTD | +60.9% | -4.2% | +65.1% | +62.7% |
| 1Y | +55.7% | +3.0% | +52.7% | +56.4% |
| 3Y | +59.2% | +109.1% | -50.0% | +49.6% |
| 5Y | +25.0% | +121.6% | -96.5% | +16.9% |
| 10Y | +109.3% | +212.2% | -102.9% | +93.4% |
| All | +314.2% | +754.2% | -440.1% | +249.9% |
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 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