+816.6%
GLD vs B
+162.9%
+653.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | -0.5% | -1.6% | +1.1% | 0.0% |
| 30D | +4.4% | +9.4% | -5.0% | +1.3% |
| 3M | -1.1% | +5.0% | -6.1% | -3.0% |
| 6M | -13.8% | -3.5% | -10.2% | -13.5% |
| YTD | +2.6% | +4.5% | -1.8% | +0.5% |
| 1Y | +24.5% | +67.8% | -43.3% | +4.9% |
| 3Y | +125.8% | +196.7% | -70.9% | +56.9% |
| 5Y | +137.8% | +151.9% | -14.1% | +69.5% |
| 10Y | +221.4% | +202.2% | +19.2% | +101.3% |
| All | +816.6% | +162.9% | +653.6% | +364.2% |
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