+205.0%
GLD vs BA
+33.2%
+171.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | +1.1% | +3.6% | +4.7% |
| 30D | -0.9% | -7.9% | +7.0% | -0.6% |
| 3M | -4.4% | -25.3% | +20.9% | -3.3% |
| 6M | -13.6% | -24.6% | +11.0% | -12.7% |
| YTD | -6.0% | -20.1% | +14.1% | -5.2% |
| 1Y | +1.8% | -11.8% | +13.5% | +2.3% |
| 3Y | +103.2% | -10.1% | +113.3% | +103.1% |
| 5Y | +119.3% | -22.7% | +142.1% | +118.7% |
| All | +205.0% | +33.2% | +171.8% | +224.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling