-2.8%
GLD vs A
+22.0%
-24.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | +2.8% | +1.4% | +1.4% | +2.7% |
| 30D | -4.0% | +4.3% | -8.3% | -4.3% |
| 3M | -8.2% | +19.8% | -28.0% | -9.9% |
| 6M | -14.8% | +54.4% | -69.2% | -17.8% |
| YTD | -6.8% | +31.7% | -38.5% | -10.3% |
| All | -2.8% | +22.0% | -24.8% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling