+732.3%
GLD vs BN
+1,605.9%
-873.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.6% |
| 7D | +2.8% | +4.3% | -1.5% | +2.6% |
| 30D | -4.0% | +14.3% | -18.2% | -4.6% |
| 3M | -8.2% | -4.1% | -4.2% | -8.1% |
| 6M | -14.8% | -9.7% | -5.2% | -14.5% |
| YTD | -6.8% | -7.1% | +0.3% | -6.6% |
| 1Y | -2.4% | -7.4% | +5.0% | -2.2% |
| 3Y | +105.8% | +102.3% | +3.4% | +99.1% |
| 5Y | +113.3% | +35.9% | +77.4% | +108.4% |
| 10Y | +208.4% | +289.2% | -80.7% | +187.8% |
| All | +732.3% | +1,605.9% | -873.6% | +554.3% |
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