+140.0%
GLD vs AUR
-34.3%
+174.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.1% | +11.1% | -11.0% | -0.1% |
| 30D | +0.2% | -6.9% | +7.1% | +0.3% |
| 3M | +3.2% | +5.5% | -2.3% | +3.0% |
| 6M | -14.6% | +41.0% | -55.6% | -15.5% |
| YTD | +1.8% | +69.3% | -67.5% | +0.4% |
| 1Y | +20.7% | +14.0% | +6.7% | +19.7% |
| 3Y | +126.5% | +90.1% | +36.4% | +120.2% |
| 5Y | +140.0% | -34.4% | +174.5% | +127.2% |
| All | +140.0% | -34.3% | +174.3% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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