+206.1%
GLD vs ALL
+377.9%
-171.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -4.6% | +5.0% | -9.6% | -4.5% |
| 30D | -5.5% | +13.3% | -18.8% | -5.2% |
| 3M | -10.9% | +3.2% | -14.1% | -10.8% |
| 6M | -17.4% | +25.3% | -42.8% | -17.1% |
| YTD | -10.3% | +30.5% | -40.8% | -10.0% |
| 1Y | -7.2% | +29.2% | -36.4% | -6.8% |
| 3Y | +96.9% | +119.1% | -22.2% | +97.7% |
| 5Y | +103.8% | +162.6% | -58.9% | +105.0% |
| All | +206.1% | +377.9% | -171.8% | +221.8% |
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