+205.6%
GLD vs AR
+57.2%
+148.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.8% |
| 7D | -5.5% | +6.4% | -11.9% | -5.5% |
| 30D | -7.0% | +3.1% | -10.1% | -7.0% |
| 3M | -12.4% | +3.3% | -15.6% | -12.4% |
| 6M | -18.0% | +6.6% | -24.6% | -18.1% |
| YTD | -10.5% | +12.3% | -22.8% | -10.6% |
| 1Y | -8.1% | +12.3% | -20.4% | -8.2% |
| 3Y | +97.7% | +50.4% | +47.3% | +97.0% |
| 5Y | +103.4% | +101.0% | +2.4% | +103.5% |
| All | +205.6% | +57.2% | +148.4% | +214.5% |
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