+513.4%
BE vs GLD
+110.5%
+402.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.1% | +14.1% | +13.9% |
| 7D | +4.5% | -2.0% | +6.5% | +6.2% |
| 30D | -20.1% | -4.4% | -15.7% | -16.9% |
| 3M | -0.8% | -8.9% | +8.1% | +7.5% |
| 6M | -26.2% | -16.0% | -10.2% | -14.6% |
| YTD | +141.1% | -7.9% | +148.9% | +161.0% |
| 1Y | +64.8% | -3.9% | +68.7% | +72.9% |
| 3Y | +1,887.4% | +103.4% | +1,784.0% | +963.9% |
| All | +513.4% | +110.5% | +402.9% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling