+141.3%
GLD vs BLK
+30.3%
+111.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.4% |
| 30D | +0.2% | -4.8% | +5.0% | +0.6% |
| 3M | +3.2% | +6.5% | -3.3% | +2.6% |
| 6M | -14.6% | +13.2% | -27.8% | -15.5% |
| YTD | +1.8% | +1.8% | 0.0% | +1.3% |
| 1Y | +20.7% | -1.0% | +21.7% | +20.4% |
| 3Y | +126.5% | +66.0% | +60.5% | +117.5% |
| All | +141.3% | +30.3% | +111.0% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling