+216.0%
GLD vs A
+247.9%
-31.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.5% | -1.9% | +1.4% | -0.4% |
| 30D | +4.4% | +6.9% | -2.5% | +4.1% |
| 3M | -1.1% | +9.2% | -10.3% | -1.5% |
| 6M | -13.8% | +25.7% | -39.5% | -14.8% |
| YTD | +2.6% | +11.5% | -8.9% | +1.9% |
| 1Y | +24.5% | +18.4% | +6.2% | +23.3% |
| 3Y | +125.8% | +26.6% | +99.2% | +122.7% |
| 5Y | +137.8% | -12.8% | +150.6% | +136.4% |
| All | +216.0% | +247.9% | -31.9% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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