+138.9%
GLD vs BG
+84.8%
+54.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -1.9% |
| 7D | +0.7% | +2.4% | -1.6% | +0.7% |
| 30D | +0.3% | +15.0% | -14.7% | -0.3% |
| 3M | +0.6% | -0.7% | +1.3% | +0.6% |
| 6M | -15.6% | +7.5% | -23.1% | -16.0% |
| YTD | +0.9% | +41.6% | -40.7% | -0.7% |
| 1Y | +19.4% | +50.7% | -31.3% | +17.3% |
| 3Y | +124.5% | +20.3% | +104.2% | +120.9% |
| 5Y | +138.9% | +85.2% | +53.7% | +139.1% |
| All | +138.9% | +84.8% | +54.2% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling