+205.0%
GLD vs ALB
+33.3%
+171.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +4.7% | +9.1% | -4.4% | +4.4% |
| 30D | -0.9% | -3.4% | +2.5% | -0.8% |
| 3M | -4.4% | -20.6% | +16.2% | -3.7% |
| 6M | -13.6% | -48.2% | +34.6% | -11.8% |
| YTD | -6.0% | -29.2% | +23.2% | -4.9% |
| 1Y | +1.8% | +10.0% | -8.2% | +2.2% |
| 3Y | +103.2% | -12.9% | +116.1% | +104.0% |
| 5Y | +119.3% | -61.3% | +180.6% | +121.8% |
| All | +205.0% | +33.3% | +171.6% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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