-13.6%
GLD vs ALL
+17.5%
-31.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -1.5% |
| 7D | +4.7% | -1.9% | +6.7% | +4.4% |
| 30D | -0.9% | +13.8% | -14.7% | +2.0% |
| 3M | -4.4% | -7.0% | +2.6% | -6.4% |
| 6M | -13.6% | +18.0% | -31.6% | -7.0% |
| All | -13.6% | +17.5% | -31.0% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling