+213.3%
GLD vs AA
+121.7%
+91.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.3% | -1.9% |
| 7D | +0.7% | +1.7% | -0.9% | +0.6% |
| 30D | +0.3% | +3.3% | -3.0% | +0.1% |
| 3M | +0.6% | -29.4% | +30.0% | +2.4% |
| 6M | -15.6% | -12.8% | -2.8% | -15.1% |
| YTD | +0.9% | -2.1% | +3.0% | +0.8% |
| 1Y | +19.4% | +62.8% | -43.4% | +16.7% |
| 3Y | +124.5% | +90.5% | +34.0% | +116.4% |
| 5Y | +138.9% | +19.1% | +119.9% | +132.3% |
| 10Y | +213.3% | +124.8% | +88.5% | +192.1% |
| All | +213.3% | +121.7% | +91.6% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling