+593.0%
BE vs GLD
+219.0%
+374.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | 0.0% | -13.6% | -13.6% |
| 7D | -14.7% | +4.7% | -19.4% | -18.0% |
| 30D | -40.5% | -0.9% | -39.6% | -40.0% |
| 3M | -24.3% | -4.4% | -19.9% | -21.6% |
| 6M | -39.3% | -13.6% | -25.8% | -32.1% |
| YTD | +99.4% | -6.0% | +105.4% | +111.8% |
| 1Y | +26.6% | +1.8% | +24.8% | +27.8% |
| 3Y | +1,616.9% | +103.2% | +1,513.8% | +973.5% |
| 5Y | +441.4% | +119.3% | +322.0% | +216.1% |
| All | +593.0% | +219.0% | +374.0% | +366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling