+142.5%
GLD vs BN
+37.9%
+104.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -0.5% | -2.5% | +1.9% | -0.3% |
| 30D | +4.4% | -9.5% | +13.9% | +5.3% |
| 3M | -1.1% | -10.4% | +9.3% | -0.2% |
| 6M | -13.8% | -6.4% | -7.4% | -13.3% |
| YTD | +2.6% | -11.9% | +14.5% | +3.5% |
| 1Y | +24.5% | -8.6% | +33.1% | +25.1% |
| 3Y | +125.8% | +77.6% | +48.3% | +113.6% |
| All | +142.5% | +37.9% | +104.7% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling