+137.7%
GLD vs BBIO
+42.7%
+95.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.0% | -3.2% | +1.2% | -1.9% |
| 30D | -1.5% | -13.6% | +12.1% | -1.4% |
| 3M | +3.2% | +7.2% | -4.0% | +3.2% |
| 6M | -16.3% | +1.5% | -17.7% | -16.3% |
| YTD | +0.6% | -5.3% | +5.9% | +0.6% |
| 1Y | +19.1% | +37.7% | -18.6% | +18.9% |
| 3Y | +123.5% | +153.9% | -30.4% | +122.0% |
| All | +137.7% | +42.7% | +95.0% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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