+205.0%
GLD vs ALM
+2,022.9%
-1,817.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | +4.7% | -6.7% | +11.4% | +4.9% |
| 30D | -0.9% | -32.9% | +32.0% | +0.4% |
| 3M | -4.4% | -39.5% | +35.1% | -2.9% |
| 6M | -13.6% | -62.0% | +48.4% | -11.3% |
| YTD | -6.0% | -7.8% | +1.8% | -5.6% |
| 1Y | +1.8% | +26.7% | -24.9% | +1.6% |
| 3Y | +103.2% | +825.4% | -722.2% | +96.7% |
| 5Y | +119.3% | +401.2% | -281.9% | +112.7% |
| All | +205.0% | +2,022.9% | -1,817.9% | +193.2% |
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