+746.1%
GLD vs B
+137.0%
+609.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +1.9% | +4.3% | -2.4% | +0.5% |
| 30D | -1.8% | -0.9% | -0.8% | -1.6% |
| 3M | -3.6% | -1.4% | -2.3% | -3.5% |
| 6M | -10.2% | +5.0% | -15.3% | -12.3% |
| YTD | -5.3% | -5.8% | +0.6% | -4.3% |
| 1Y | +2.5% | +25.6% | -23.1% | -5.4% |
| 3Y | +103.2% | +161.6% | -58.4% | +46.7% |
| 5Y | +121.1% | +135.2% | -14.1% | +61.1% |
| 10Y | +201.9% | +170.7% | +31.1% | +96.5% |
| All | +746.1% | +137.0% | +609.0% | +342.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling