+739.4%
GLD vs BEN
+229.5%
+509.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -0.9% |
| 7D | +4.7% | +6.6% | -1.9% | +4.6% |
| 30D | -0.9% | +3.8% | -4.7% | -1.0% |
| 3M | -4.4% | +0.2% | -4.6% | -4.4% |
| 6M | -13.6% | +10.4% | -24.0% | -13.7% |
| YTD | -6.0% | +46.2% | -52.2% | -6.6% |
| 1Y | +1.8% | +52.3% | -50.5% | +1.1% |
| 3Y | +103.2% | +65.9% | +37.2% | +101.2% |
| 5Y | +119.3% | +20.6% | +98.8% | +117.5% |
| 10Y | +199.5% | +64.8% | +134.7% | +195.4% |
| All | +739.4% | +229.5% | +509.8% | +690.0% |
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 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