+217.1%
GLD vs ALL
+368.3%
-151.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | -1.5% | +5.9% | +4.4% |
| 3M | -1.1% | +23.6% | -24.7% | -0.8% |
| 6M | -13.8% | +22.3% | -36.1% | -13.5% |
| YTD | +2.6% | +26.5% | -23.9% | +2.9% |
| 1Y | +24.5% | +27.0% | -2.5% | +24.9% |
| 3Y | +125.8% | +149.6% | -23.7% | +126.6% |
| 5Y | +137.8% | +118.1% | +19.7% | +139.1% |
| All | +217.1% | +368.3% | -151.2% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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