-8.1%
GLD vs BA
-12.4%
+4.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.4% |
| 7D | -5.5% | -0.6% | -4.9% | -5.4% |
| 30D | -7.0% | -8.0% | +1.0% | -5.5% |
| 3M | -12.4% | -25.8% | +13.4% | -6.4% |
| 6M | -18.0% | -27.6% | +9.6% | -12.4% |
| YTD | -10.5% | -21.0% | +10.5% | -7.0% |
| 1Y | -8.1% | -12.3% | +4.2% | -4.2% |
| All | -8.1% | -12.4% | +4.3% | -4.2% |
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