+95.6%
GLD vs AS
+139.2%
-43.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +3.4% |
| 7D | -0.3% | +13.8% | -14.0% | -1.0% |
| 30D | -1.9% | +16.7% | -18.5% | -2.8% |
| 3M | -0.4% | -11.5% | +11.1% | +0.1% |
| 6M | -10.2% | -5.5% | -4.7% | -10.0% |
| YTD | -6.0% | -14.2% | +8.2% | -5.6% |
| 1Y | +2.8% | +2.1% | +0.7% | +2.8% |
| All | +95.6% | +139.2% | -43.6% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling