+208.4%
GLD vs ALM
+2,040.7%
-1,832.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.2% | +4.6% | -2.4% |
| 7D | +2.8% | -6.3% | +9.1% | +3.0% |
| 30D | -4.0% | -31.4% | +27.5% | -2.8% |
| 3M | -8.2% | -40.6% | +32.3% | -6.8% |
| 6M | -14.8% | -58.6% | +43.8% | -12.8% |
| YTD | -6.8% | -7.6% | +0.8% | -6.4% |
| 1Y | -2.4% | +13.8% | -16.2% | -2.4% |
| 3Y | +105.8% | +842.1% | -736.4% | +99.3% |
| 5Y | +113.3% | +407.4% | -294.1% | +107.0% |
| 10Y | +208.4% | +2,079.4% | -1,870.9% | +198.3% |
| All | +208.4% | +2,040.7% | -1,832.3% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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