+675.5%
BE vs GLD
+225.0%
+450.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +10.5% |
| 7D | -1.2% | +4.9% | -6.2% | -5.1% |
| 30D | -30.9% | -1.3% | -29.6% | -30.1% |
| 3M | -11.6% | -4.8% | -6.9% | -8.1% |
| 6M | -25.7% | -12.5% | -13.2% | -17.7% |
| YTD | +123.1% | -4.2% | +127.4% | +133.7% |
| 1Y | +43.4% | +3.0% | +40.3% | +43.3% |
| 3Y | +1,683.6% | +109.1% | +1,574.5% | +992.3% |
| 5Y | +465.4% | +121.6% | +343.8% | +226.9% |
| All | +675.5% | +225.0% | +450.6% | +414.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 10y: compounded portfolio wealth divided by compounded GLD 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…
10y analysis · Full analysis span regression · 6 months rolling