+104.1%
GLD vs AA
-17.9%
+122.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.3% |
| 7D | -4.6% | +0.5% | -5.1% | -4.6% |
| 30D | -5.5% | -0.6% | -4.9% | -5.4% |
| 3M | -10.9% | -19.7% | +8.7% | -9.1% |
| 6M | -17.4% | -41.6% | +24.1% | -13.4% |
| YTD | -10.3% | -24.6% | +14.3% | -8.1% |
| 1Y | -7.2% | +4.9% | -12.0% | -7.1% |
| 3Y | +96.9% | +66.8% | +30.1% | +88.2% |
| All | +104.1% | -17.9% | +122.0% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling