+227.3%
GLD vs AR
-27.2%
+254.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | +2.5% | -3.0% | -0.5% |
| 30D | +4.4% | +14.8% | -10.4% | +4.3% |
| 3M | -1.1% | +6.2% | -7.3% | -1.1% |
| 6M | -13.8% | +4.3% | -18.1% | -13.8% |
| YTD | +2.6% | +14.4% | -11.7% | +2.5% |
| 1Y | +24.5% | +21.3% | +3.2% | +24.3% |
| 3Y | +125.8% | +39.8% | +86.0% | +125.0% |
| 5Y | +137.8% | +142.1% | -4.3% | +137.5% |
| 10Y | +221.4% | +52.0% | +169.3% | +230.6% |
| All | +227.3% | -27.2% | +254.5% | +235.5% |
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 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