+739.4%
GLD vs AA
-37.3%
+776.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.0% |
| 7D | +4.7% | +0.9% | +3.8% | +4.6% |
| 30D | -0.9% | -6.7% | +5.8% | -0.5% |
| 3M | -4.4% | -16.3% | +11.9% | -3.4% |
| 6M | -13.6% | -37.1% | +23.6% | -11.4% |
| YTD | -6.0% | -25.0% | +19.0% | -4.6% |
| 1Y | +1.8% | +8.6% | -6.8% | +1.2% |
| 3Y | +103.2% | +57.2% | +45.9% | +96.1% |
| 5Y | +119.3% | -13.0% | +132.4% | +114.6% |
| 10Y | +199.5% | +65.5% | +133.9% | +172.9% |
| All | +739.4% | -37.3% | +776.7% | +658.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling