+732.3%
GLD vs A
+1,194.5%
-462.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.6% |
| 7D | +2.8% | +1.4% | +1.4% | +2.8% |
| 30D | -4.0% | +4.3% | -8.3% | -4.1% |
| 3M | -8.2% | +19.8% | -28.0% | -8.7% |
| 6M | -14.8% | +54.4% | -69.2% | -15.9% |
| YTD | -6.8% | +31.7% | -38.5% | -7.6% |
| 1Y | -2.4% | +22.4% | -24.8% | -3.1% |
| 3Y | +105.8% | +67.7% | +38.1% | +102.5% |
| 5Y | +113.3% | +15.7% | +97.6% | +111.1% |
| 10Y | +208.4% | +308.7% | -100.3% | +198.4% |
| All | +732.3% | +1,194.5% | -462.2% | +675.4% |
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