+746.1%
GLD vs ALB
+597.8%
+148.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.7% |
| 7D | +1.9% | +5.5% | -3.6% | +1.7% |
| 30D | -1.8% | -7.5% | +5.7% | -1.5% |
| 3M | -3.6% | -16.9% | +13.3% | -3.0% |
| 6M | -10.2% | -49.2% | +39.0% | -7.9% |
| YTD | -5.3% | -29.9% | +24.6% | -4.0% |
| 1Y | +2.5% | +8.2% | -5.7% | +2.4% |
| 3Y | +103.2% | -19.4% | +122.6% | +102.9% |
| 5Y | +121.1% | -61.6% | +182.7% | +124.3% |
| 10Y | +201.9% | +34.6% | +167.3% | +189.4% |
| All | +746.1% | +597.8% | +148.3% | +595.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling