+218.2%
GLD vs BIIB
-30.8%
+249.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +0.1% | -5.4% | +5.5% | +0.3% |
| 30D | +0.2% | +1.7% | -1.5% | +0.2% |
| 3M | +3.2% | +5.8% | -2.6% | +3.1% |
| 6M | -14.6% | +11.9% | -26.6% | -14.9% |
| YTD | +1.8% | +19.7% | -18.0% | +1.3% |
| 1Y | +20.7% | +46.7% | -26.0% | +19.5% |
| 3Y | +126.5% | -18.6% | +145.1% | +126.9% |
| 5Y | +140.0% | -29.8% | +169.8% | +140.4% |
| 10Y | +218.2% | -28.8% | +247.1% | +224.6% |
| All | +218.2% | -30.8% | +249.0% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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