+34.2%
YGLD vs SPY
+28.4%
+5.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.9% | -4.9% |
| 7D | -10.6% | +3.3% | -13.9% | -12.8% |
| 30D | -12.8% | -2.7% | -10.1% | -11.0% |
| 3M | -24.8% | -1.7% | -23.1% | -23.8% |
| 6M | -31.5% | +3.1% | -34.6% | -32.7% |
| YTD | -30.2% | +11.9% | -42.1% | -34.7% |
| 1Y | -29.6% | +12.0% | -41.6% | -34.1% |
| All | +34.2% | +28.4% | +5.9% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling