+746.1%
GLD vs BA
+346.8%
+399.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -1.8% | -9.1% | +7.4% | -1.5% |
| 3M | -3.6% | -28.2% | +24.6% | -2.7% |
| 6M | -10.2% | -23.1% | +12.9% | -9.6% |
| YTD | -5.3% | -20.6% | +15.3% | -4.7% |
| 1Y | +2.5% | -12.7% | +15.2% | +2.8% |
| 3Y | +103.2% | -11.6% | +114.8% | +103.2% |
| 5Y | +121.1% | -23.1% | +144.2% | +120.7% |
| 10Y | +201.9% | +34.4% | +167.5% | +195.9% |
| All | +746.1% | +346.8% | +399.2% | +713.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling