+816.6%
GLD vs BMY
+534.6%
+282.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.4% | +5.0% | -0.6% | +4.3% |
| 3M | -1.1% | +19.4% | -20.5% | -1.3% |
| 6M | -13.8% | +9.5% | -23.3% | -13.9% |
| YTD | +2.6% | +28.1% | -25.4% | +2.4% |
| 1Y | +24.5% | +50.0% | -25.5% | +24.0% |
| 3Y | +125.8% | +24.1% | +101.8% | +125.1% |
| 5Y | +137.8% | +25.0% | +112.8% | +136.9% |
| 10Y | +221.4% | +68.7% | +152.7% | +219.8% |
| All | +816.6% | +534.6% | +282.0% | +811.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling