+1,668.3%
PLTR vs GLD
+100.0%
+1,568.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +4.7% | -4.6% | +9.3% | +6.3% |
| 30D | -16.4% | -5.5% | -10.9% | -15.0% |
| 3M | -6.2% | -10.9% | +4.7% | -2.8% |
| 6M | +29.2% | -17.4% | +46.6% | +36.5% |
| YTD | -5.5% | -10.3% | +4.8% | -2.5% |
| 1Y | -2.4% | -7.2% | +4.8% | -0.2% |
| 3Y | +752.3% | +96.9% | +655.4% | +578.9% |
| 5Y | +635.8% | +103.8% | +532.1% | +462.5% |
| All | +1,668.3% | +100.0% | +1,568.3% | +1,218.1% |
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