+218.2%
GLD vs BG
+160.3%
+57.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +0.2% | +10.3% | -10.1% | -0.1% |
| 3M | +3.2% | -1.9% | +5.1% | +3.2% |
| 6M | -14.6% | +5.2% | -19.9% | -14.9% |
| YTD | +1.8% | +41.2% | -39.4% | +0.5% |
| 1Y | +20.7% | +50.5% | -29.8% | +19.0% |
| 3Y | +126.5% | +19.9% | +106.6% | +124.1% |
| 5Y | +140.0% | +86.7% | +53.3% | +134.2% |
| 10Y | +218.2% | +167.5% | +50.7% | +199.1% |
| All | +218.2% | +160.3% | +57.9% | +199.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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