+211.8%
GLD vs BEN
+60.1%
+151.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -2.0% | +7.2% | -9.1% | -2.1% |
| 30D | -4.4% | +14.1% | -18.6% | -4.8% |
| 3M | -8.9% | +9.9% | -18.8% | -9.2% |
| 6M | -16.0% | +17.4% | -33.4% | -16.3% |
| YTD | -7.9% | +57.3% | -65.2% | -8.7% |
| 1Y | -3.9% | +66.9% | -70.8% | -4.8% |
| 3Y | +103.4% | +85.7% | +17.8% | +101.0% |
| 5Y | +109.7% | +31.2% | +78.5% | +106.5% |
| 10Y | +211.8% | +61.0% | +150.8% | +207.7% |
| All | +211.8% | +60.1% | +151.8% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling