+205.0%
GLD vs B
+183.2%
+21.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +4.7% | +9.6% | -4.9% | +1.6% |
| 30D | -0.9% | +3.5% | -4.4% | -2.1% |
| 3M | -4.4% | -1.6% | -2.8% | -4.2% |
| 6M | -13.6% | -1.7% | -11.9% | -13.8% |
| YTD | -6.0% | -5.3% | -0.7% | -5.1% |
| 1Y | +1.8% | +27.2% | -25.5% | -6.0% |
| 3Y | +103.2% | +166.1% | -62.9% | +48.5% |
| 5Y | +119.3% | +136.5% | -17.2% | +62.4% |
| All | +205.0% | +183.2% | +21.7% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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