+323.1%
SGOL vs SPY
+900.7%
-577.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.0% |
| 7D | +0.2% | -0.4% | +0.5% | +0.2% |
| 30D | +0.2% | -1.4% | +1.6% | +0.3% |
| 3M | +3.3% | +3.7% | -0.4% | +3.0% |
| 6M | -14.5% | +13.0% | -27.5% | -15.2% |
| YTD | +1.9% | +12.4% | -10.4% | +1.2% |
| 1Y | +21.0% | +18.5% | +2.5% | +19.8% |
| 3Y | +128.1% | +77.6% | +50.5% | +120.8% |
| 5Y | +142.8% | +81.7% | +61.1% | +133.9% |
| 10Y | +223.8% | +319.7% | -95.9% | +202.8% |
| All | +323.1% | +900.7% | -577.6% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling