+60.9%
BGLD vs SPY
+111.4%
-50.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -1.3% | -3.3% | +2.1% | -0.9% |
| 3M | -3.6% | -2.4% | -1.1% | -3.3% |
| 6M | -5.9% | +2.6% | -8.5% | -6.2% |
| YTD | -4.8% | +11.2% | -16.0% | -6.0% |
| 1Y | -4.0% | +13.4% | -17.4% | -5.4% |
| 3Y | +62.0% | +79.9% | -17.9% | +52.3% |
| 5Y | +67.4% | +72.2% | -4.8% | +56.7% |
| All | +60.9% | +111.4% | -50.4% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling