+213.3%
GLD vs BN
+259.6%
-46.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.8% | -1.6% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +0.3% | -10.9% | +11.2% | +0.9% |
| 3M | +0.6% | -11.1% | +11.7% | +1.2% |
| 6M | -15.6% | -4.4% | -11.2% | -15.4% |
| YTD | +0.9% | -14.1% | +15.0% | +1.5% |
| 1Y | +19.4% | -11.1% | +30.4% | +19.9% |
| 3Y | +124.5% | +75.6% | +48.9% | +118.9% |
| 5Y | +138.9% | +35.8% | +103.1% | +133.4% |
| 10Y | +213.3% | +261.6% | -48.3% | +194.7% |
| All | +213.3% | +259.6% | -46.3% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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