-8.2%
GLD vs AAOX
-92.4%
+84.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -15.1% | +12.4% | -2.3% |
| 7D | +2.8% | -48.4% | +51.3% | +4.1% |
| 30D | -4.0% | -84.4% | +80.4% | +0.2% |
| 3M | -8.2% | -91.5% | +83.2% | -4.4% |
| All | -8.2% | -92.4% | +84.2% | -4.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling