+739.4%
GLD vs ALL
+755.0%
-15.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.8% |
| 7D | +4.7% | -1.9% | +6.7% | +4.7% |
| 30D | -0.9% | +13.8% | -14.7% | -0.9% |
| 3M | -4.4% | -7.0% | +2.6% | -4.4% |
| 6M | -13.6% | +18.0% | -31.6% | -13.6% |
| YTD | -6.0% | +24.2% | -30.2% | -6.0% |
| 1Y | +1.8% | +31.2% | -29.4% | +1.7% |
| 3Y | +103.2% | +107.5% | -4.4% | +102.6% |
| 5Y | +119.3% | +144.8% | -25.5% | +118.5% |
| 10Y | +199.5% | +375.8% | -176.3% | +197.1% |
| All | +739.4% | +755.0% | -15.6% | +660.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling