+816.6%
GLD vs A
+996.2%
-179.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.5% | -1.9% | +1.4% | -0.5% |
| 30D | +4.4% | +6.9% | -2.5% | +4.2% |
| 3M | -1.1% | +9.2% | -10.3% | -1.3% |
| 6M | -13.8% | +25.7% | -39.5% | -14.4% |
| YTD | +2.6% | +11.5% | -8.9% | +2.2% |
| 1Y | +24.5% | +18.4% | +6.2% | +23.8% |
| 3Y | +125.8% | +26.6% | +99.2% | +123.9% |
| 5Y | +137.8% | -12.8% | +150.6% | +137.0% |
| 10Y | +221.4% | +247.2% | -25.8% | +212.4% |
| All | +816.6% | +996.2% | -179.7% | +758.2% |
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