+118.6%
GLD vs BA
-23.0%
+141.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | +1.1% | +3.6% | +4.6% |
| 30D | -0.9% | -7.9% | +7.0% | -0.2% |
| 3M | -4.4% | -25.3% | +20.9% | -2.1% |
| 6M | -13.6% | -24.6% | +11.0% | -11.6% |
| YTD | -6.0% | -20.1% | +14.1% | -4.4% |
| 1Y | +1.8% | -11.8% | +13.5% | +2.8% |
| 3Y | +103.2% | -10.1% | +113.3% | +102.7% |
| All | +118.6% | -23.0% | +141.6% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling