+213.3%
GLD vs BMY
+62.5%
+150.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.7% |
| 7D | +0.7% | -3.3% | +4.1% | +0.8% |
| 30D | +0.3% | 0.0% | +0.4% | +0.3% |
| 3M | +0.6% | +17.7% | -17.1% | +0.3% |
| 6M | -15.6% | +9.6% | -25.2% | -15.8% |
| YTD | +0.9% | +24.0% | -23.1% | +0.5% |
| 1Y | +19.4% | +45.1% | -25.7% | +18.7% |
| 3Y | +124.5% | +22.5% | +102.0% | +123.2% |
| 5Y | +138.9% | +22.3% | +116.6% | +137.6% |
| 10Y | +213.3% | +62.0% | +151.3% | +210.2% |
| All | +213.3% | +62.5% | +150.8% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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