-3.9%
GLD vs ALL
+30.4%
-34.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -2.0% | -2.6% | +0.6% | -2.4% |
| 30D | -4.4% | +12.7% | -17.2% | -1.8% |
| 3M | -8.9% | +0.4% | -9.3% | -8.9% |
| 6M | -16.0% | +23.8% | -39.8% | -10.6% |
| YTD | -7.9% | +27.8% | -35.6% | -1.7% |
| 1Y | -3.9% | +28.9% | -32.8% | +2.1% |
| All | -3.9% | +30.4% | -34.3% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling