+77.4%
BGLD vs SPY
+82.8%
-5.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +1.3% | +0.1% | +1.3% | +1.3% |
| 3M | -1.6% | +2.0% | -3.6% | -1.8% |
| 6M | -5.8% | +13.0% | -18.8% | -7.1% |
| YTD | -0.8% | +13.5% | -14.4% | -2.3% |
| 1Y | +6.0% | +20.0% | -14.0% | +3.9% |
| 3Y | +70.5% | +77.2% | -6.7% | +60.9% |
| All | +77.4% | +82.8% | -5.4% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling