+739.4%
GLD vs BIIB
+338.4%
+401.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.8% |
| 7D | +4.7% | -2.1% | +6.8% | +4.7% |
| 30D | -0.9% | +11.8% | -12.7% | -1.0% |
| 3M | -4.4% | +20.4% | -24.8% | -4.6% |
| 6M | -13.6% | +30.2% | -43.8% | -13.9% |
| YTD | -6.0% | +41.1% | -47.1% | -6.5% |
| 1Y | +1.8% | +58.4% | -56.7% | +1.1% |
| 3Y | +103.2% | -0.1% | +103.3% | +102.8% |
| 5Y | +119.3% | -10.9% | +130.2% | +118.8% |
| 10Y | +199.5% | -10.3% | +209.8% | +198.8% |
| All | +739.4% | +338.4% | +401.0% | +739.2% |
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