-3.9%
GLD vs BA
-10.4%
+6.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -2.0% | -1.4% | -0.6% | -1.7% |
| 30D | -4.4% | -7.9% | +3.5% | -2.9% |
| 3M | -8.9% | -25.2% | +16.2% | -2.9% |
| 6M | -16.0% | -26.7% | +10.7% | -10.4% |
| YTD | -7.9% | -19.6% | +11.8% | -4.6% |
| 1Y | -3.9% | -10.6% | +6.7% | -0.1% |
| All | -3.9% | -10.4% | +6.5% | -0.1% |
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