+208.4%
GLD vs ALL
+372.0%
-163.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -2.6% |
| 7D | +2.8% | -0.1% | +3.0% | +2.8% |
| 30D | -4.0% | +13.8% | -17.8% | -3.7% |
| 3M | -8.2% | -2.8% | -5.5% | -8.3% |
| 6M | -14.8% | +23.7% | -38.5% | -14.6% |
| YTD | -6.8% | +27.3% | -34.1% | -6.5% |
| 1Y | -2.4% | +30.5% | -32.9% | -2.1% |
| 3Y | +105.8% | +113.0% | -7.2% | +106.6% |
| 5Y | +113.3% | +157.6% | -44.3% | +114.6% |
| 10Y | +208.4% | +368.4% | -159.9% | +226.6% |
| All | +208.4% | +372.0% | -163.5% | +226.6% |
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