+215.0%
GLD vs BBY
+252.7%
-37.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.6% |
| 7D | -2.0% | +0.6% | -2.6% | -2.0% |
| 30D | -1.5% | +9.4% | -10.9% | -1.6% |
| 3M | +3.2% | +19.3% | -16.1% | +3.0% |
| 6M | -16.3% | +47.9% | -64.2% | -16.7% |
| YTD | +0.6% | +39.6% | -38.9% | +0.2% |
| 1Y | +19.1% | +22.2% | -3.1% | +18.8% |
| 3Y | +123.5% | +45.0% | +78.5% | +121.6% |
| 5Y | +138.5% | +2.6% | +136.0% | +136.9% |
| All | +215.0% | +252.7% | -37.7% | +219.7% |
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