+104.1%
GLD vs BEN
+28.2%
+75.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -4.6% | +6.8% | -11.4% | -5.0% |
| 30D | -5.5% | +18.0% | -23.4% | -6.5% |
| 3M | -10.9% | +7.5% | -18.4% | -11.4% |
| 6M | -17.4% | +14.7% | -32.1% | -18.2% |
| YTD | -10.3% | +56.1% | -66.4% | -12.6% |
| 1Y | -7.2% | +69.6% | -76.8% | -9.9% |
| 3Y | +96.9% | +87.7% | +9.2% | +89.3% |
| All | +104.1% | +28.2% | +75.8% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling