+1,046.2%
PLTR vs GLD
+126.8%
+919.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.2% |
| 7D | -6.4% | -0.5% | -5.9% | -6.2% |
| 30D | +10.0% | +4.4% | +5.6% | +8.6% |
| 3M | +23.0% | -1.1% | +24.1% | +23.1% |
| 6M | +13.8% | -13.8% | +27.6% | +17.4% |
| YTD | -1.9% | +2.6% | -4.6% | -2.0% |
| 1Y | +11.6% | +24.5% | -12.9% | +8.6% |
| All | +1,046.2% | +126.8% | +919.3% | +775.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling