+2.8%
GLD vs BA
-12.3%
+15.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.2% |
| 7D | -0.3% | +5.9% | -6.2% | -1.5% |
| 30D | -1.9% | -8.2% | +6.3% | -0.2% |
| 3M | -0.4% | -25.4% | +24.9% | +6.2% |
| 6M | -10.2% | -20.0% | +9.8% | -6.0% |
| YTD | -6.0% | -18.5% | +12.5% | -2.9% |
| 1Y | +2.8% | -10.6% | +13.4% | +6.6% |
| All | +2.8% | -12.3% | +15.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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