+739.4%
GLD vs A
+1,171.8%
-432.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | -0.9% | +3.4% | -4.2% | -1.0% |
| 3M | -4.4% | +23.8% | -28.2% | -5.0% |
| 6M | -13.6% | +49.0% | -62.6% | -14.6% |
| YTD | -6.0% | +29.4% | -35.4% | -6.8% |
| 1Y | +1.8% | +19.4% | -17.6% | +1.1% |
| 3Y | +103.2% | +66.2% | +37.0% | +100.0% |
| 5Y | +119.3% | +15.8% | +103.5% | +117.1% |
| 10Y | +199.5% | +326.1% | -126.6% | +189.6% |
| All | +739.4% | +1,171.8% | -432.4% | +682.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling