+2.8%
GLD vs BEN
+56.2%
-53.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.8% |
| 7D | -0.3% | +6.7% | -7.0% | -1.5% |
| 30D | -1.9% | +3.0% | -4.9% | -2.5% |
| 3M | -0.4% | -4.3% | +3.9% | 0.0% |
| 6M | -10.2% | +16.4% | -26.5% | -12.1% |
| YTD | -6.0% | +46.8% | -52.8% | -10.8% |
| 1Y | +2.8% | +57.3% | -54.5% | -3.8% |
| All | +2.8% | +56.2% | -53.4% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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