+96.9%
GLD vs BMY
+44.8%
+52.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | -4.6% | +2.1% | -6.7% | -4.6% |
| 30D | -5.5% | +7.0% | -12.5% | -5.6% |
| 3M | -10.9% | -0.9% | -10.0% | -10.8% |
| 6M | -17.4% | +14.9% | -32.4% | -17.8% |
| YTD | -10.3% | +22.8% | -33.1% | -10.6% |
| 1Y | -7.2% | +36.2% | -43.4% | -7.6% |
| 3Y | +96.9% | +45.7% | +51.2% | +95.4% |
| All | +96.9% | +44.8% | +52.1% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling