+127.7%
GLD vs AA
+67.9%
+59.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | +4.4% | +5.0% | -0.6% | +3.7% |
| 3M | -1.1% | -35.8% | +34.7% | +3.6% |
| 6M | -13.8% | -18.4% | +4.6% | -12.2% |
| YTD | +2.6% | -5.5% | +8.1% | +3.2% |
| 1Y | +24.5% | +61.0% | -36.4% | +20.6% |
| All | +127.7% | +67.9% | +59.8% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling