+102.3%
GLD vs ALB
-12.2%
+114.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -2.0% | +1.1% | -3.0% | -2.0% |
| 30D | -4.4% | -2.6% | -1.9% | -4.3% |
| 3M | -8.9% | -25.6% | +16.6% | -7.1% |
| 6M | -16.0% | -54.0% | +38.0% | -11.6% |
| YTD | -7.9% | -31.6% | +23.7% | -5.3% |
| 1Y | -3.9% | -6.6% | +2.7% | -2.2% |
| All | +102.3% | -12.2% | +114.5% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling