+102.3%
GLD vs AA
+73.1%
+29.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -4.4% | -1.3% | -3.2% | -4.3% |
| 3M | -8.9% | -23.9% | +15.0% | -5.9% |
| 6M | -16.0% | -36.8% | +20.8% | -11.5% |
| YTD | -7.9% | -22.2% | +14.3% | -5.1% |
| 1Y | -3.9% | +10.4% | -14.2% | -3.9% |
| All | +102.3% | +73.1% | +29.2% | +90.9% |
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