+121.1%
GLD vs BA
-20.8%
+141.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.0% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -1.8% | -9.1% | +7.4% | -1.0% |
| 3M | -3.6% | -28.2% | +24.6% | -1.0% |
| 6M | -10.2% | -23.1% | +12.9% | -8.4% |
| YTD | -5.3% | -20.6% | +15.3% | -3.6% |
| 1Y | +2.5% | -12.7% | +15.2% | +3.6% |
| 3Y | +103.2% | -11.6% | +114.8% | +103.0% |
| 5Y | +121.1% | -23.1% | +144.2% | +114.4% |
| All | +121.1% | -20.8% | +141.8% | +114.4% |
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