+0.3%
GLD vs A
+23.5%
-23.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.5% |
| 7D | +4.9% | +4.8% | +0.2% | +4.4% |
| 30D | -1.3% | +5.6% | -7.0% | -1.8% |
| 3M | -4.8% | +23.6% | -28.4% | -6.7% |
| 6M | -12.5% | +56.4% | -68.9% | -15.7% |
| YTD | -4.2% | +33.4% | -37.6% | -7.9% |
| All | +0.3% | +23.5% | -23.2% | -2.9% |
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 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