+58.7%
BGLD vs SPY
+111.8%
-53.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -0.9% | +2.6% | -3.5% | -1.2% |
| 30D | -1.2% | -2.0% | +0.8% | -1.0% |
| 3M | -5.0% | -2.8% | -2.2% | -4.6% |
| 6M | -7.5% | +2.1% | -9.7% | -7.8% |
| YTD | -6.1% | +11.5% | -17.6% | -7.3% |
| 1Y | -5.7% | +13.5% | -19.2% | -7.1% |
| 3Y | +60.6% | +77.7% | -17.1% | +51.1% |
| 5Y | +62.5% | +72.6% | -10.1% | +52.0% |
| All | +58.7% | +111.8% | -53.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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