+699.7%
GLD vs BB
-68.7%
+768.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.8% |
| 7D | -5.5% | +9.0% | -14.4% | -5.6% |
| 30D | -7.0% | +7.7% | -14.7% | -7.1% |
| 3M | -12.4% | +4.0% | -16.3% | -12.4% |
| 6M | -18.0% | +46.6% | -64.6% | -18.4% |
| YTD | -10.5% | +140.6% | -151.1% | -11.3% |
| 1Y | -8.1% | +103.1% | -111.2% | -8.8% |
| 3Y | +97.7% | +150.5% | -52.9% | +95.2% |
| 5Y | +103.4% | -15.4% | +118.8% | +101.4% |
| 10Y | +203.1% | +25.4% | +177.6% | +199.3% |
| All | +699.7% | -68.7% | +768.3% | +654.0% |
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