+59.0%
BGLD vs SPY
+113.4%
-54.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | -1.8% | -2.4% | +0.5% | -1.5% |
| 3M | -5.2% | -1.2% | -4.1% | -5.1% |
| 6M | -7.4% | +3.3% | -10.7% | -7.7% |
| YTD | -5.9% | +12.3% | -18.2% | -7.2% |
| 1Y | -5.4% | +12.4% | -17.8% | -6.7% |
| 3Y | +61.8% | +78.8% | -17.0% | +52.1% |
| 5Y | +63.1% | +75.2% | -12.1% | +52.3% |
| All | +59.0% | +113.4% | -54.3% | +44.8% |
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