+1,677.1%
PLTR vs GLD
+107.8%
+1,569.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.6% |
| 7D | -3.8% | +2.8% | -6.6% | -4.7% |
| 30D | -19.2% | -4.0% | -15.3% | -18.2% |
| 3M | -3.7% | -8.2% | +4.6% | -1.2% |
| 6M | +22.5% | -14.8% | +37.4% | +28.2% |
| YTD | -5.0% | -6.8% | +1.8% | -3.2% |
| 1Y | -12.8% | -2.4% | -10.4% | -12.2% |
| 3Y | +758.3% | +105.8% | +652.5% | +574.6% |
| 5Y | +649.6% | +113.3% | +536.3% | +466.0% |
| All | +1,677.1% | +107.8% | +1,569.2% | +1,209.1% |
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