+816.6%
GLD vs BIIB
+289.8%
+526.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | +1.1% | -1.6% | -0.5% |
| 30D | +4.4% | +6.9% | -2.5% | +4.3% |
| 3M | -1.1% | +12.4% | -13.5% | -1.3% |
| 6M | -13.8% | +16.3% | -30.0% | -14.0% |
| YTD | +2.6% | +25.5% | -22.8% | +2.3% |
| 1Y | +24.5% | +57.8% | -33.3% | +23.7% |
| 3Y | +125.8% | -17.3% | +143.2% | +126.0% |
| 5Y | +137.8% | -33.8% | +171.6% | +137.9% |
| 10Y | +221.4% | -29.6% | +251.0% | +221.3% |
| All | +816.6% | +289.8% | +526.7% | +817.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling