+202.2%
GLD vs AR
-32.8%
+235.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.8% |
| 7D | +1.9% | -11.7% | +13.6% | +1.9% |
| 30D | -1.8% | +1.8% | -3.6% | -1.8% |
| 3M | -3.6% | +6.0% | -9.6% | -3.7% |
| 6M | -10.2% | -7.0% | -3.2% | -10.2% |
| YTD | -5.3% | +5.6% | -10.8% | -5.4% |
| 1Y | +2.5% | +10.8% | -8.4% | +2.3% |
| 3Y | +103.2% | +19.3% | +83.9% | +102.6% |
| 5Y | +121.1% | +73.3% | +47.8% | +120.7% |
| 10Y | +201.9% | +47.6% | +154.3% | +210.5% |
| All | +202.2% | -32.8% | +235.0% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling