+816.6%
GLD vs BEN
+235.9%
+580.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -0.9% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +4.4% | -0.5% | +4.9% | +4.4% |
| 3M | -1.1% | +9.7% | -10.8% | -1.3% |
| 6M | -13.8% | +33.9% | -47.7% | -14.2% |
| YTD | +2.6% | +49.0% | -46.3% | +2.0% |
| 1Y | +24.5% | +42.1% | -17.6% | +23.8% |
| 3Y | +125.8% | +51.9% | +74.0% | +123.9% |
| 5Y | +137.8% | +39.0% | +98.8% | +135.5% |
| 10Y | +221.4% | +57.9% | +163.5% | +217.2% |
| All | +816.6% | +235.9% | +580.7% | +762.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling