+911.5%
BE vs GLD
+248.3%
+663.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +8.0% |
| 7D | +20.0% | -0.5% | +20.5% | +20.3% |
| 30D | +7.9% | +4.4% | +3.5% | +4.3% |
| 3M | -13.2% | -1.1% | -12.1% | -12.3% |
| 6M | +53.5% | -13.8% | +67.2% | +69.7% |
| YTD | +191.0% | +2.6% | +188.4% | +188.5% |
| 1Y | +360.5% | +24.5% | +336.0% | +306.6% |
| 3Y | +1,568.0% | +125.8% | +1,442.2% | +860.2% |
| 5Y | +1,055.2% | +137.8% | +917.4% | +531.8% |
| All | +911.5% | +248.3% | +663.2% | +535.0% |
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