+206.1%
GLD vs BBY
+288.1%
-82.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -4.6% | +4.5% | -9.0% | -4.6% |
| 30D | -5.5% | +16.8% | -22.3% | -5.7% |
| 3M | -10.9% | +23.2% | -34.1% | -11.2% |
| 6M | -17.4% | +91.9% | -109.4% | -18.1% |
| YTD | -10.3% | +61.6% | -71.9% | -10.9% |
| 1Y | -7.2% | +43.9% | -51.0% | -7.6% |
| 3Y | +96.9% | +88.6% | +8.3% | +94.4% |
| 5Y | +103.8% | -3.1% | +106.8% | +102.6% |
| All | +206.1% | +288.1% | -82.0% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling