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Stock and ETF performance explorer

SGOL price history and return analytics

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+315.8%
VT return
+468.2%
Excess return
-152.4%
Maximum drawdown
-45.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVTExcessAlpha
1D-1.7%-0.9%-0.9%-1.6%
7D-3.4%-2.0%-1.4%-3.1%
30D-1.1%-1.4%+0.3%-0.9%
3M+5.9%+4.7%+1.1%+5.2%
6M-16.9%+11.4%-28.2%-18.0%
YTD+0.2%+13.1%-12.9%-1.2%
1Y+18.5%+19.0%-0.5%+16.2%
3Y+124.2%+73.9%+50.2%+110.9%
5Y+139.9%+65.4%+74.5%+125.6%
10Y+218.2%+225.4%-7.2%+179.7%
All+315.8%+468.2%-152.4%+223.7%

Cumulative growth

Daily Returns

Daily percentage return beside VT.

Daily Out/Under-Performance

Portfolio return minus VT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VT 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 VT 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