+78.3%
SPY vs GLD
+97.8%
-19.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | 0.0% |
| 7D | +3.3% | -5.5% | +8.8% | +4.1% |
| 30D | -2.7% | -7.0% | +4.3% | -1.7% |
| 3M | -1.7% | -12.4% | +10.6% | 0.0% |
| 6M | +3.1% | -18.0% | +21.1% | +5.6% |
| YTD | +11.9% | -10.5% | +22.3% | +13.3% |
| 1Y | +12.0% | -8.1% | +20.0% | +13.0% |
| All | +78.3% | +97.8% | -19.5% | +52.6% |
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 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