+109.7%
GLD vs BG
+23.9%
+85.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -2.0% | +3.4% | -5.3% | -2.1% |
| 30D | -4.4% | -3.8% | -0.7% | -4.3% |
| 3M | -8.9% | -9.6% | +0.7% | -8.7% |
| 6M | -16.0% | -19.5% | +3.5% | -15.3% |
| YTD | -7.9% | +14.6% | -22.5% | -8.7% |
| 1Y | -3.9% | +6.6% | -10.5% | -4.5% |
| 3Y | +103.4% | +4.7% | +98.8% | +101.2% |
| 5Y | +109.7% | +22.1% | +87.7% | +104.4% |
| All | +109.7% | +23.9% | +85.8% | +104.4% |
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