+307.3%
SPY vs GLD
+205.3%
+102.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.1% |
| 7D | +0.1% | +4.9% | -4.9% | -0.5% |
| 30D | -3.3% | -1.3% | -2.0% | -3.2% |
| 3M | -2.4% | -4.8% | +2.3% | -1.9% |
| 6M | +2.6% | -12.5% | +15.1% | +4.0% |
| YTD | +11.2% | -4.2% | +15.5% | +11.5% |
| 1Y | +13.4% | +3.0% | +10.3% | +12.7% |
| 3Y | +79.9% | +109.1% | -29.2% | +63.4% |
| 5Y | +72.2% | +121.6% | -49.4% | +53.8% |
| 10Y | +307.3% | +212.2% | +95.1% | +281.6% |
| All | +307.3% | +205.3% | +102.0% | +281.6% |
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