+303.9%
SPY vs GLD
+203.7%
+100.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -2.7% | +4.7% | -7.4% | -3.3% |
| 30D | -5.4% | -0.9% | -4.5% | -5.3% |
| 3M | -4.1% | -4.4% | +0.3% | -3.6% |
| 6M | +0.7% | -13.6% | +14.3% | +2.3% |
| YTD | +8.7% | -6.0% | +14.7% | +9.1% |
| 1Y | +10.9% | +1.8% | +9.1% | +10.4% |
| 3Y | +75.0% | +103.2% | -28.2% | +59.6% |
| 5Y | +67.8% | +119.3% | -51.5% | +50.2% |
| All | +303.9% | +203.7% | +100.2% | +278.9% |
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 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