-12.0%
GLD vs AAOX
-93.2%
+81.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.1% | +11.2% | +0.4% |
| 7D | -4.6% | -3.6% | -1.0% | -4.6% |
| 30D | -5.5% | -72.9% | +67.5% | -3.7% |
| 3M | -10.9% | -90.7% | +79.8% | -8.2% |
| 6M | -17.4% | -98.2% | +80.8% | -14.0% |
| All | -12.0% | -93.2% | +81.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 10y: compounded portfolio wealth divided by compounded AAOX 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…
10y analysis · Full analysis span regression · 6 months rolling