+0.3%
GLD vs BA
-12.0%
+12.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +4.9% | -1.7% | +6.7% | +5.3% |
| 30D | -1.3% | -9.5% | +8.1% | +0.7% |
| 3M | -4.8% | -26.5% | +21.7% | +1.9% |
| 6M | -12.5% | -27.4% | +14.9% | -6.5% |
| YTD | -4.2% | -20.6% | +16.4% | -0.6% |
| All | +0.3% | -12.0% | +12.3% | +4.5% |
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