+699.7%
GLD vs BN
+1,575.7%
-876.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -7.0% | +13.6% | -20.6% | -7.6% |
| 3M | -12.4% | -6.7% | -5.7% | -12.1% |
| 6M | -18.0% | -9.0% | -9.1% | -17.7% |
| YTD | -10.5% | -8.8% | -1.7% | -10.2% |
| 1Y | -8.1% | -10.6% | +2.6% | -7.7% |
| 3Y | +97.7% | +98.8% | -1.1% | +91.4% |
| 5Y | +103.4% | +33.6% | +69.8% | +99.0% |
| 10Y | +203.1% | +298.3% | -95.3% | +182.6% |
| All | +699.7% | +1,575.7% | -876.0% | +529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling