+95.6%
GLD vs AS
+134.9%
-39.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | +6.9% | -2.2% | +4.3% |
| 30D | -0.9% | +16.0% | -16.9% | -1.8% |
| 3M | -4.4% | -12.8% | +8.4% | -3.7% |
| 6M | -13.6% | -15.4% | +1.8% | -12.9% |
| YTD | -6.0% | -15.7% | +9.7% | -5.5% |
| 1Y | +1.8% | +6.1% | -4.3% | +1.7% |
| All | +95.6% | +134.9% | -39.2% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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