+212.2%
GLD vs AR
+48.7%
+163.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | +4.9% | -10.5% | +15.5% | +5.0% |
| 30D | -1.3% | +1.3% | -2.6% | -1.3% |
| 3M | -4.8% | +4.8% | -9.5% | -4.8% |
| 6M | -12.5% | +1.2% | -13.7% | -12.5% |
| YTD | -4.2% | +5.5% | -9.7% | -4.3% |
| 1Y | +3.0% | +8.1% | -5.0% | +2.9% |
| 3Y | +109.1% | +38.8% | +70.3% | +108.4% |
| 5Y | +121.6% | +78.8% | +42.7% | +121.6% |
| 10Y | +212.2% | +46.4% | +165.8% | +219.3% |
| All | +212.2% | +48.7% | +163.6% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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