+800.7%
GLD vs BKR
+219.1%
+581.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | +0.3% | +3.9% | -3.5% | 0.0% |
| 3M | +0.6% | -1.1% | +1.7% | +0.6% |
| 6M | -15.6% | +7.6% | -23.2% | -16.2% |
| YTD | +0.9% | +41.9% | -41.0% | -1.7% |
| 1Y | +19.4% | +42.2% | -22.9% | +16.2% |
| 3Y | +124.5% | +84.3% | +40.2% | +113.3% |
| 5Y | +138.9% | +215.7% | -76.8% | +116.9% |
| 10Y | +213.3% | +130.9% | +82.4% | +182.7% |
| All | +800.7% | +219.1% | +581.5% | +645.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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