+205.6%
GLD vs A
+300.7%
-95.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.7% |
| 7D | -5.5% | +0.7% | -6.2% | -5.5% |
| 30D | -7.0% | +0.8% | -7.8% | -7.0% |
| 3M | -12.4% | +16.9% | -29.2% | -13.0% |
| 6M | -18.0% | +53.8% | -71.8% | -19.7% |
| YTD | -10.5% | +28.1% | -38.6% | -11.7% |
| 1Y | -8.1% | +15.0% | -23.1% | -8.9% |
| 3Y | +97.7% | +63.1% | +34.6% | +92.8% |
| 5Y | +103.4% | +11.5% | +92.0% | +100.3% |
| All | +205.6% | +300.7% | -95.0% | +203.9% |
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