+104.1%
GLD vs AR
+99.4%
+4.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.6% | +7.4% | -12.0% | -4.7% |
| 30D | -5.5% | +5.8% | -11.2% | -5.6% |
| 3M | -10.9% | +5.2% | -16.1% | -11.1% |
| 6M | -17.4% | +5.4% | -22.9% | -17.6% |
| YTD | -10.3% | +12.4% | -22.7% | -10.9% |
| 1Y | -7.2% | +12.8% | -20.0% | -7.9% |
| 3Y | +96.9% | +47.2% | +49.7% | +92.2% |
| All | +104.1% | +99.4% | +4.7% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling