+45.2%
YGLD vs SPY
+27.2%
+18.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.8% |
| 7D | +5.3% | -0.6% | +5.8% | +5.6% |
| 30D | -6.8% | -3.7% | -3.1% | -4.1% |
| 3M | -17.6% | -2.7% | -14.8% | -15.7% |
| 6M | -25.8% | +2.2% | -28.0% | -26.5% |
| YTD | -24.5% | +10.8% | -35.3% | -28.8% |
| 1Y | -21.5% | +11.2% | -32.7% | -26.1% |
| All | +45.2% | +27.2% | +18.1% | +29.5% |
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