+816.6%
GLD vs BN
+1,519.2%
-702.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -0.5% | -2.5% | +1.9% | -0.4% |
| 30D | +4.4% | -9.5% | +13.9% | +4.9% |
| 3M | -1.1% | -10.4% | +9.3% | -0.6% |
| 6M | -13.8% | -6.4% | -7.4% | -13.5% |
| YTD | +2.6% | -11.9% | +14.5% | +3.1% |
| 1Y | +24.5% | -8.6% | +33.1% | +24.9% |
| 3Y | +125.8% | +77.6% | +48.3% | +119.6% |
| 5Y | +137.8% | +37.0% | +100.8% | +132.5% |
| 10Y | +221.4% | +266.4% | -45.0% | +200.8% |
| All | +816.6% | +1,519.2% | -702.6% | +622.5% |
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