+127.7%
GLD vs B
+198.7%
-71.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | 0.0% |
| 7D | -0.5% | -1.6% | +1.1% | +0.1% |
| 30D | +4.4% | +9.4% | -5.0% | +0.5% |
| 3M | -1.1% | +5.0% | -6.1% | -3.6% |
| 6M | -13.8% | -3.5% | -10.2% | -13.9% |
| YTD | +2.6% | +4.5% | -1.8% | +0.1% |
| 1Y | +24.5% | +67.8% | -43.3% | +3.2% |
| All | +127.7% | +198.7% | -71.0% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling