-2.4%
GLD vs B
+16.8%
-19.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | +0.3% |
| 7D | +2.8% | +7.1% | -4.3% | -0.7% |
| 30D | -4.0% | -3.3% | -0.6% | -2.7% |
| 3M | -8.2% | -2.5% | -5.7% | -7.5% |
| 6M | -14.8% | -7.2% | -7.6% | -13.3% |
| YTD | -6.8% | -7.4% | +0.6% | -2.4% |
| 1Y | -2.4% | +16.4% | -18.8% | -1.4% |
| All | -2.4% | +16.8% | -19.2% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling