+20.7%
GLD vs BEN
+45.3%
-24.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +0.1% | +3.4% | -3.2% | -0.3% |
| 30D | +0.2% | +1.8% | -1.6% | 0.0% |
| 3M | +3.2% | +8.4% | -5.2% | +2.2% |
| 6M | -14.6% | +35.6% | -50.3% | -16.6% |
| YTD | +1.8% | +46.4% | -44.6% | -0.7% |
| 1Y | +20.7% | +46.3% | -25.6% | +17.0% |
| All | +20.7% | +45.3% | -24.6% | +17.0% |
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