+739.4%
GLD vs BB
-70.0%
+809.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -0.8% |
| 7D | +4.7% | +3.8% | +0.9% | +4.7% |
| 30D | -0.9% | -0.3% | -0.6% | -0.9% |
| 3M | -4.4% | -0.5% | -3.9% | -4.4% |
| 6M | -13.6% | +45.9% | -59.5% | -14.0% |
| YTD | -6.0% | +130.6% | -136.6% | -6.9% |
| 1Y | +1.8% | +89.2% | -87.4% | +1.0% |
| 3Y | +103.2% | +137.5% | -34.3% | +100.7% |
| 5Y | +119.3% | -20.9% | +140.2% | +117.2% |
| 10Y | +199.5% | +25.4% | +174.1% | +195.9% |
| All | +739.4% | -70.0% | +809.4% | +691.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling