+0.3%
GLD vs BB
+100.0%
-99.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +1.5% |
| 7D | +4.9% | +15.0% | -10.0% | +4.0% |
| 30D | -1.3% | +3.5% | -4.8% | -1.6% |
| 3M | -4.8% | +2.7% | -7.4% | -5.0% |
| 6M | -12.5% | +44.7% | -57.2% | -13.7% |
| YTD | -4.2% | +143.3% | -147.5% | -8.0% |
| All | +0.3% | +100.0% | -99.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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