+1,681.1%
PLTR vs GLD
+113.6%
+1,567.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.9% |
| 7D | -5.1% | +4.9% | -10.1% | -6.6% |
| 30D | -19.1% | -1.3% | -17.7% | -18.7% |
| 3M | -1.6% | -4.8% | +3.1% | -0.3% |
| 6M | +22.8% | -12.5% | +35.3% | +27.4% |
| YTD | -4.8% | -4.2% | -0.6% | -3.8% |
| 1Y | -4.9% | +3.0% | -8.0% | -5.6% |
| 3Y | +826.1% | +109.1% | +717.0% | +623.9% |
| 5Y | +597.7% | +121.6% | +476.2% | +421.8% |
| All | +1,681.1% | +113.6% | +1,567.5% | +1,201.1% |
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