+121.6%
GLD vs BMY
+28.6%
+92.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.9% | -1.4% | +6.3% | +5.0% |
| 30D | -1.3% | +5.1% | -6.4% | -1.4% |
| 3M | -4.8% | -3.0% | -1.8% | -4.6% |
| 6M | -12.5% | +13.1% | -25.6% | -12.9% |
| YTD | -4.2% | +20.3% | -24.6% | -4.6% |
| 1Y | +3.0% | +39.0% | -36.0% | +2.4% |
| 3Y | +109.1% | +42.0% | +67.1% | +106.7% |
| 5Y | +121.6% | +28.5% | +93.0% | +116.4% |
| All | +121.6% | +28.6% | +92.9% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling