Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GLD (SPDR Gold Shares) | 28.14% | 43.99% | 22.06% | 13.84% | 10.40% | 6.37% | 10.30% | 8.46% |
Data as of 06/18/2025, AR inception is 02/01/1971
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLD (SPDR Gold Shares) | 02/01/1971 | 06/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | 1978 | 1977 | 1976 | 1975 | 1974 | 1973 | 1972 | 1971 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.61 | 43.99 | 22.06 | 13.84 | 10.40 | 6.37 | 10.30 | 8.46 | 28.14 | 26.66 | 12.69 | -0.77 | -4.15 | 24.81 | 17.86 | -1.94 | 12.81 | 8.03 | -10.67 | -2.19 | -28.33 | 6.60 | 9.57 | 29.27 | 24.03 | 4.92 | 30.45 | 22.55 | 17.76 | 7.85 | 27.28 | 15.67 | 1.62 | -4.10 | -2.95 | 1.07 | -21.78 | -4.75 | 2.13 | -1.14 | 14.58 | -7.28 | -4.40 | -7.71 | -2.31 | -13.93 | 24.55 | 21.51 | 0.64 | -17.65 | -12.68 | 8.31 | -30.91 | 30.25 | 119.51 | 29.54 | 19.69 | -3.85 | -24.17 | 72.11 | 67.03 | 46.99 | 12.24 |
| Sharpe Ratio | NA | 2.55 | 1.28 | 0.79 | 0.65 | NA | NA | 0.18 | 3.88 | 1.32 | 0.64 | -0.14 | -0.30 | 1.25 | 1.41 | -0.33 | 1.24 | 0.48 | -0.76 | -0.15 | -1.30 | 0.43 | 0.46 | 1.75 | 1.15 | 0.12 | 1.56 | 0.80 | 1.23 | 0.29 | 0.45 | 0.38 | -0.02 | -0.18 | -0.07 | -0.06 | -0.54 | -0.26 | -0.10 | -0.18 | 0.21 | -0.30 | -0.27 | -0.18 | -0.13 | -0.39 | 0.51 | 0.21 | -0.08 | -0.47 | -0.19 | 0.00 | -0.39 | 0.09 | 0.79 | 0.26 | 0.29 | -0.08 | -0.46 | 0.34 | 0.39 | 0.56 | 0.40 |
| Standard Deviation(%) | NA | 17.72 | 15.44 | 15.37 | 14.43 | NA | NA | 28.97 | 20.22 | 15.09 | 13.37 | 15.27 | 13.72 | 19.53 | 11.65 | 9.74 | 9.89 | 16.14 | 14.08 | 14.92 | 21.76 | 15.18 | 20.54 | 16.67 | 20.75 | 32.64 | 17.72 | 24.14 | 12.63 | 21.75 | 54.30 | 42.47 | 40.79 | 44.78 | 90.33 | 38.68 | 46.62 | 31.31 | 16.67 | 21.35 | 60.23 | 32.19 | 30.26 | 70.62 | 62.82 | 47.00 | 40.46 | 80.79 | 57.70 | 52.07 | 96.91 | 134.95 | 105.55 | 243.41 | 142.08 | 94.02 | 54.61 | 87.64 | 61.72 | 197.69 | 160.26 | 78.29 | 29.52 |
| Draw Down(%) | NA | 8.12 | 12.43 | 22.00 | 22.00 | NA | NA | 61.45 | 7.11 | 8.12 | 11.35 | 21.03 | 13.88 | 14.04 | 6.58 | 13.76 | 7.90 | 17.76 | 19.75 | 17.51 | 29.85 | 13.85 | 18.55 | 7.81 | 12.86 | 29.41 | 7.59 | 21.79 | 6.70 | 4.74 | 1.32 | 1.37 | 4.04 | 11.29 | 12.20 | 7.84 | 21.78 | 8.80 | 1.99 | 3.18 | 9.64 | 7.28 | 5.78 | 15.46 | 13.61 | 16.35 | 2.24 | 7.64 | 6.65 | 18.92 | 21.80 | 23.28 | 31.19 | 22.38 | 2.76 | 9.80 | 5.65 | 21.20 | 24.17 | 16.35 | 20.78 | 6.15 | 1.59 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/18/2025, AR inception is 02/01/1971
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLD (SPDR Gold Shares) |
-16.24%
Dec 1980 - Dec 1983 |
-13.06%
Aug 1980 - Aug 1985 |
-6.05%
Feb 1982 - Feb 1992 |
-4.64%
Jul 1982 - Jul 1997 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLD (SPDR Gold Shares) |
78.83%
Feb 1977 - Feb 1980 |
34.00%
Feb 1975 - Feb 1980 |
27.22%
Jan 1973 - Jan 1983 |
18.35%
Dec 1972 - Dec 1987 |
Annualized Rolling Returns Comparison Chart