+205.0%
GLD vs AR
+44.3%
+160.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +4.7% | -14.3% | +19.0% | +4.8% |
| 30D | -0.9% | +1.4% | -2.3% | -0.9% |
| 3M | -4.4% | +3.4% | -7.8% | -4.4% |
| 6M | -13.6% | -2.1% | -11.5% | -13.6% |
| YTD | -6.0% | +4.7% | -10.7% | -6.1% |
| 1Y | +1.8% | +10.6% | -8.8% | +1.6% |
| 3Y | +103.2% | +24.6% | +78.6% | +102.6% |
| 5Y | +119.3% | +71.9% | +47.4% | +119.4% |
| All | +205.0% | +44.3% | +160.6% | +211.9% |
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