+136.3%
GLD vs AUR
-36.6%
+172.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.8% |
| 7D | -0.5% | +8.7% | -9.3% | -0.7% |
| 30D | +4.4% | -5.2% | +9.6% | +4.5% |
| 3M | -1.1% | -7.3% | +6.2% | -1.0% |
| 6M | -13.8% | +41.2% | -55.0% | -14.6% |
| YTD | +2.6% | +65.1% | -62.5% | +1.3% |
| 1Y | +24.5% | +13.4% | +11.1% | +23.5% |
| 3Y | +125.8% | +98.1% | +27.7% | +119.6% |
| 5Y | +137.8% | -36.0% | +173.8% | +126.3% |
| All | +136.3% | -36.6% | +172.9% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling