+211.8%
GLD vs B
+203.3%
+8.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -2.0% | -2.7% | +0.7% | -1.1% |
| 30D | -4.4% | -4.3% | -0.1% | -3.2% |
| 3M | -8.9% | -2.3% | -6.6% | -8.4% |
| 6M | -16.0% | -16.2% | +0.2% | -11.8% |
| YTD | -7.9% | -8.8% | +1.0% | -5.9% |
| 1Y | -3.9% | +11.4% | -15.2% | -7.6% |
| 3Y | +103.4% | +174.3% | -70.9% | +47.6% |
| 5Y | +109.7% | +116.2% | -6.4% | +59.4% |
| 10Y | +211.8% | +222.7% | -10.9% | +105.5% |
| All | +211.8% | +203.3% | +8.5% | +105.5% |
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