+212.2%
GLD vs ALL
+367.3%
-155.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +4.9% | -3.9% | +8.8% | +4.9% |
| 30D | -1.3% | +10.6% | -11.9% | -1.1% |
| 3M | -4.8% | -4.6% | -0.2% | -4.8% |
| 6M | -12.5% | +20.2% | -32.7% | -12.3% |
| YTD | -4.2% | +23.7% | -27.9% | -3.9% |
| 1Y | +3.0% | +27.9% | -24.8% | +3.3% |
| 3Y | +109.1% | +109.2% | 0.0% | +109.9% |
| 5Y | +121.6% | +148.0% | -26.4% | +123.0% |
| 10Y | +212.2% | +363.8% | -151.6% | +235.7% |
| All | +212.2% | +367.3% | -155.1% | +235.7% |
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