-7.2%
GLD vs BA
-12.3%
+5.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | -1.1% | -3.5% | -4.4% |
| 30D | -5.5% | -7.1% | +1.7% | -4.2% |
| 3M | -10.9% | -25.5% | +14.6% | -5.0% |
| 6M | -17.4% | -28.7% | +11.3% | -11.5% |
| YTD | -10.3% | -21.0% | +10.7% | -6.8% |
| 1Y | -7.2% | -11.9% | +4.7% | -3.2% |
| All | -7.2% | -12.3% | +5.2% | -3.2% |
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