+808.8%
NOW vs GLD
+219.3%
+589.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.1% | -2.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +20.5% | +4.4% | +16.1% | +19.9% |
| 3M | +18.3% | -1.1% | +19.4% | +18.5% |
| 6M | +24.1% | -13.8% | +37.8% | +26.1% |
| YTD | -7.8% | +2.6% | -10.4% | -9.2% |
| 1Y | -21.4% | +24.5% | -45.9% | -25.5% |
| 3Y | +19.5% | +125.8% | -106.3% | -1.0% |
| 5Y | +4.1% | +137.8% | -133.7% | -16.1% |
| All | +808.8% | +219.3% | +589.5% | +662.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling