+4,800.5%
SNDK vs GLD
+50.3%
+4,750.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.9% |
| 7D | +13.6% | +0.1% | +13.4% | +13.4% |
| 30D | +42.5% | +0.2% | +42.3% | +41.8% |
| 3M | +7.1% | +3.2% | +3.9% | +4.5% |
| 6M | +199.7% | -14.6% | +214.3% | +218.5% |
| YTD | +643.2% | +1.8% | +641.4% | +606.5% |
| 1Y | +2,402.0% | +20.7% | +2,381.3% | +2,192.3% |
| All | +4,800.5% | +50.3% | +4,750.2% | +3,521.9% |
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