+215.0%
GLD vs BLK
+283.5%
-68.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -2.0% | -3.3% | +1.3% | -1.8% |
| 30D | -1.5% | -6.5% | +5.0% | -1.2% |
| 3M | +3.2% | +6.7% | -3.5% | +2.9% |
| 6M | -16.3% | +14.7% | -31.0% | -16.7% |
| YTD | +0.6% | +2.5% | -1.9% | +0.4% |
| 1Y | +19.1% | -2.8% | +21.9% | +19.0% |
| 3Y | +123.5% | +65.9% | +57.7% | +119.4% |
| 5Y | +138.5% | +33.0% | +105.6% | +134.0% |
| All | +215.0% | +283.5% | -68.5% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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