+1,803.2%
BE vs GLD
+97.8%
+1,705.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -1.3% |
| 7D | +20.5% | -5.5% | +26.0% | +26.4% |
| 30D | -23.4% | -7.0% | -16.3% | -18.4% |
| 3M | -14.9% | -12.4% | -2.5% | -4.9% |
| 6M | -28.1% | -18.0% | -10.0% | -15.5% |
| YTD | +132.4% | -10.5% | +142.8% | +160.1% |
| 1Y | +59.4% | -8.1% | +67.4% | +75.4% |
| All | +1,803.2% | +97.8% | +1,705.4% | +793.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling