+96.6%
GLD vs BN
+100.0%
-3.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -7.0% | +13.6% | -20.6% | -8.4% |
| 3M | -12.4% | -6.7% | -5.7% | -11.9% |
| 6M | -18.0% | -9.0% | -9.1% | -17.4% |
| YTD | -10.5% | -8.8% | -1.7% | -10.1% |
| 1Y | -8.1% | -10.6% | +2.6% | -7.6% |
| All | +96.6% | +100.0% | -3.3% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling