Rolling Performance of SPY, GLD, and SLV

Posted on Mi 16 Mai 2012 in misc • 1 min read

It's been a while since I fired up R and charted out the rolling performance of SPY, GLD, and SLV.  Here it is.

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You'll note that the SPY has outperformed relatively to the metal ETFs, probably because everyone is taking profits to cover their positions.