+816.6%
GLD vs BBY
+307.0%
+509.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -0.8% |
| 7D | -0.5% | +9.5% | -10.0% | -0.5% |
| 30D | +4.4% | +6.8% | -2.4% | +4.4% |
| 3M | -1.1% | +28.9% | -29.9% | -1.1% |
| 6M | -13.8% | +37.8% | -51.6% | -13.8% |
| YTD | +2.6% | +38.7% | -36.1% | +2.7% |
| 1Y | +24.5% | +23.7% | +0.8% | +24.5% |
| 3Y | +125.8% | +39.1% | +86.7% | +125.8% |
| 5Y | +137.8% | -0.4% | +138.2% | +137.5% |
| 10Y | +221.4% | +234.0% | -12.6% | +225.2% |
| All | +816.6% | +307.0% | +509.6% | +790.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling