+18.2%
GLD vs BBY
+22.2%
-4.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -3.4% | +0.7% | -4.1% | -3.4% |
| 30D | -1.1% | +5.8% | -6.9% | -1.1% |
| 3M | +5.8% | +18.0% | -12.2% | +5.9% |
| 6M | -17.1% | +39.8% | -56.9% | -16.8% |
| YTD | 0.0% | +35.4% | -35.4% | +0.7% |
| 1Y | +18.2% | +21.4% | -3.2% | +18.7% |
| All | +18.2% | +22.2% | -4.0% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling