+140.5%
SGOL vs SPY
+82.3%
+58.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -1.5% | -1.1% | -0.5% | -1.4% |
| 3M | +3.3% | +3.9% | -0.5% | +2.7% |
| 6M | -16.2% | +13.6% | -29.8% | -17.5% |
| YTD | +0.8% | +12.7% | -11.9% | -0.8% |
| 1Y | +19.3% | +17.5% | +1.8% | +17.1% |
| 3Y | +125.1% | +76.9% | +48.2% | +112.1% |
| All | +140.5% | +82.3% | +58.2% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling