+707.7%
BE vs GLD
+203.9%
+503.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -1.5% |
| 7D | +20.5% | -5.5% | +26.0% | +25.9% |
| 30D | -23.4% | -7.0% | -16.3% | -18.9% |
| 3M | -14.9% | -12.4% | -2.5% | -5.9% |
| 6M | -28.1% | -18.0% | -10.0% | -16.3% |
| YTD | +132.4% | -10.5% | +142.8% | +155.9% |
| 1Y | +59.4% | -8.1% | +67.4% | +72.4% |
| 3Y | +1,815.8% | +97.7% | +1,718.1% | +1,124.9% |
| 5Y | +491.3% | +103.4% | +387.9% | +262.9% |
| All | +707.7% | +203.9% | +503.8% | +463.2% |
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