+699.7%
GLD vs BBY
+371.1%
+328.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.8% |
| 7D | -5.5% | +4.0% | -9.5% | -5.5% |
| 30D | -7.0% | +17.6% | -24.6% | -7.0% |
| 3M | -12.4% | +25.9% | -38.3% | -12.4% |
| 6M | -18.0% | +85.1% | -103.1% | -18.0% |
| YTD | -10.5% | +60.6% | -71.1% | -10.4% |
| 1Y | -8.1% | +40.2% | -48.2% | -8.0% |
| 3Y | +97.7% | +86.6% | +11.1% | +97.6% |
| 5Y | +103.4% | -3.7% | +107.1% | +103.1% |
| 10Y | +203.1% | +287.7% | -84.6% | +206.7% |
| All | +699.7% | +371.1% | +328.5% | +676.8% |
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 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