+200.9%
GLD vs BBIO
+144.2%
+56.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +0.7% | -2.4% | +3.1% | +0.8% |
| 30D | +0.3% | -11.5% | +11.8% | +0.4% |
| 3M | +0.6% | +11.0% | -10.4% | +0.5% |
| 6M | -15.6% | +14.4% | -30.0% | -15.7% |
| YTD | +0.9% | -2.3% | +3.1% | +0.8% |
| 1Y | +19.4% | +37.7% | -18.3% | +19.2% |
| 3Y | +124.5% | +163.1% | -38.7% | +123.1% |
| 5Y | +138.9% | +49.5% | +89.4% | +136.4% |
| All | +200.9% | +144.2% | +56.7% | +202.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling