+104.8%
GLD vs BA
-11.9%
+116.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -1.8% | -9.1% | +7.4% | -0.8% |
| 3M | -3.6% | -28.2% | +24.6% | 0.0% |
| 6M | -10.2% | -23.1% | +12.9% | -7.7% |
| YTD | -5.3% | -20.6% | +15.3% | -3.1% |
| 1Y | +2.5% | -12.7% | +15.2% | +4.2% |
| All | +104.8% | -11.9% | +116.7% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling