+212.2%
GLD vs B
+183.2%
+29.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +0.5% |
| 7D | +4.9% | +11.3% | -6.4% | +1.3% |
| 30D | -1.3% | +2.9% | -4.3% | -2.4% |
| 3M | -4.8% | -2.9% | -1.9% | -4.2% |
| 6M | -12.5% | -1.2% | -11.3% | -12.9% |
| YTD | -4.2% | -1.3% | -2.9% | -4.6% |
| 1Y | +3.0% | +30.4% | -27.4% | -5.6% |
| 3Y | +109.1% | +195.3% | -86.2% | +48.2% |
| 5Y | +121.6% | +146.2% | -24.6% | +61.9% |
| 10Y | +212.2% | +200.5% | +11.7% | +107.8% |
| All | +212.2% | +183.2% | +29.0% | +107.8% |
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