-13.6%
GLD vs AA
-37.4%
+23.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.4% |
| 7D | +4.7% | +0.9% | +3.8% | +4.5% |
| 30D | -0.9% | -6.7% | +5.8% | +0.3% |
| 3M | -4.4% | -16.3% | +11.9% | -1.7% |
| 6M | -13.6% | -37.1% | +23.6% | -5.4% |
| All | -13.6% | -37.4% | +23.8% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling