+208.4%
GLD vs BA
+27.6%
+180.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -4.0% | -8.9% | +5.0% | -3.6% |
| 3M | -8.2% | -25.5% | +17.3% | -7.2% |
| 6M | -14.8% | -27.0% | +12.1% | -13.9% |
| YTD | -6.8% | -20.1% | +13.3% | -6.0% |
| 1Y | -2.4% | -11.0% | +8.6% | -1.9% |
| 3Y | +105.8% | -11.8% | +117.6% | +105.8% |
| 5Y | +113.3% | -20.6% | +134.0% | +112.6% |
| 10Y | +208.4% | +26.6% | +181.8% | +221.9% |
| All | +208.4% | +27.6% | +180.8% | +221.9% |
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