+77.7%
SPY vs GLD
+98.1%
-20.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +2.6% | -4.6% | +7.2% | +3.3% |
| 30D | -2.0% | -5.5% | +3.5% | -1.2% |
| 3M | -2.8% | -10.9% | +8.1% | -1.3% |
| 6M | +2.1% | -17.4% | +19.6% | +4.5% |
| YTD | +11.5% | -10.3% | +21.8% | +12.9% |
| 1Y | +13.5% | -7.2% | +20.6% | +14.4% |
| 3Y | +77.7% | +96.9% | -19.2% | +52.0% |
| All | +77.7% | +98.1% | -20.4% | +52.0% |
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