+206.1%
GLD vs BLK
+318.4%
-112.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -4.6% | +3.7% | -8.3% | -4.8% |
| 30D | -5.5% | +13.9% | -19.4% | -6.1% |
| 3M | -10.9% | +3.9% | -14.8% | -11.1% |
| 6M | -17.4% | +13.0% | -30.4% | -18.0% |
| YTD | -10.3% | +16.1% | -26.4% | -11.1% |
| 1Y | -7.2% | +16.8% | -23.9% | -8.0% |
| 3Y | +96.9% | +97.7% | -0.7% | +91.7% |
| 5Y | +103.8% | +42.1% | +61.6% | +98.7% |
| All | +206.1% | +318.4% | -112.2% | +217.7% |
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