+205.0%
GLD vs ALL
+370.9%
-165.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.9% |
| 7D | +4.7% | -1.9% | +6.7% | +4.7% |
| 30D | -0.9% | +13.8% | -14.7% | -0.6% |
| 3M | -4.4% | -7.0% | +2.6% | -4.5% |
| 6M | -13.6% | +18.0% | -31.6% | -13.3% |
| YTD | -6.0% | +24.2% | -30.2% | -5.7% |
| 1Y | +1.8% | +31.2% | -29.4% | +2.1% |
| 3Y | +103.2% | +107.5% | -4.4% | +104.0% |
| 5Y | +119.3% | +144.8% | -25.5% | +120.7% |
| All | +205.0% | +370.9% | -165.9% | +228.4% |
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