+61.1%
BGLD vs SPY
+73.9%
-12.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +1.8% | -2.7% | +4.5% | +2.3% |
| 30D | -0.5% | -5.4% | +4.9% | +0.6% |
| 3M | -3.1% | -4.1% | +1.0% | -2.3% |
| 6M | -6.5% | +0.7% | -7.2% | -6.5% |
| YTD | -5.3% | +8.7% | -14.0% | -6.5% |
| 1Y | -4.6% | +10.9% | -15.5% | -6.1% |
| All | +61.1% | +73.9% | -12.8% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling