-2.4%
GLD vs ALM
+12.3%
-14.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.2% | +4.6% | -1.6% |
| 7D | +2.8% | -6.3% | +9.1% | +3.7% |
| 30D | -4.0% | -31.4% | +27.5% | +1.3% |
| 3M | -8.2% | -40.6% | +32.3% | -1.9% |
| 6M | -14.8% | -58.6% | +43.8% | -5.1% |
| YTD | -6.8% | -7.6% | +0.8% | -8.7% |
| 1Y | -2.4% | +13.8% | -16.2% | -4.4% |
| All | -2.4% | +12.3% | -14.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling