+206.1%
GLD vs ALM
+2,100.8%
-1,894.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.6% | -0.1% |
| 7D | -4.6% | +1.2% | -5.8% | -4.6% |
| 30D | -5.5% | -19.3% | +13.9% | -4.8% |
| 3M | -10.9% | -40.6% | +29.7% | -9.5% |
| 6M | -17.4% | -57.9% | +40.5% | -15.5% |
| YTD | -10.3% | -6.7% | -3.6% | -10.0% |
| 1Y | -7.2% | +20.2% | -27.3% | -7.3% |
| 3Y | +96.9% | +879.4% | -782.5% | +90.6% |
| 5Y | +103.8% | +415.3% | -311.5% | +97.6% |
| All | +206.1% | +2,100.8% | -1,894.7% | +196.3% |
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