+312.8%
SPY vs GLD
+215.8%
+97.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +0.1% | +4.4% | -4.3% | -0.5% |
| 3M | +2.0% | -1.1% | +3.1% | +2.0% |
| 6M | +13.0% | -13.8% | +26.8% | +14.6% |
| YTD | +13.5% | +2.6% | +10.9% | +12.9% |
| 1Y | +20.0% | +24.5% | -4.5% | +16.7% |
| 3Y | +77.2% | +125.8% | -48.7% | +59.8% |
| 5Y | +81.9% | +137.8% | -55.9% | +61.5% |
| All | +312.8% | +215.8% | +97.0% | +281.5% |
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