+142.5%
GLD vs BB
-30.6%
+173.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | -5.6% | +5.1% | -0.3% |
| 30D | +4.4% | -11.8% | +16.2% | +4.8% |
| 3M | -1.1% | -25.5% | +24.4% | -0.3% |
| 6M | -13.8% | +121.3% | -135.0% | -16.3% |
| YTD | +2.6% | +103.2% | -100.5% | -0.1% |
| 1Y | +24.5% | +102.6% | -78.1% | +21.0% |
| 3Y | +125.8% | +37.5% | +88.3% | +119.4% |
| All | +142.5% | -30.6% | +173.1% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling