+816.6%
GLD vs AA
-21.0%
+837.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | +5.0% | -0.6% | +4.1% |
| 3M | -1.1% | -35.8% | +34.7% | +1.4% |
| 6M | -13.8% | -18.4% | +4.6% | -13.0% |
| YTD | +2.6% | -5.5% | +8.1% | +2.7% |
| 1Y | +24.5% | +61.0% | -36.4% | +21.1% |
| 3Y | +125.8% | +66.2% | +59.6% | +116.6% |
| 5Y | +137.8% | +11.4% | +126.4% | +129.0% |
| 10Y | +221.4% | +116.9% | +104.5% | +188.0% |
| All | +816.6% | -21.0% | +837.5% | +717.5% |
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 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