+218.2%
GLD vs BND
+15.6%
+202.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.1% |
| 7D | +0.1% | -0.1% | +0.3% | +0.3% |
| 30D | +0.2% | -0.2% | +0.4% | +0.4% |
| 3M | +3.2% | -0.7% | +3.9% | +3.9% |
| 6M | -14.6% | -1.7% | -13.0% | -13.2% |
| YTD | +1.8% | -0.5% | +2.3% | +2.4% |
| 1Y | +20.7% | +0.4% | +20.4% | +20.5% |
| 3Y | +126.5% | +13.1% | +113.4% | +103.4% |
| 5Y | +140.0% | -2.1% | +142.1% | +144.3% |
| 10Y | +218.2% | +15.7% | +202.5% | +157.1% |
| All | +218.2% | +15.6% | +202.7% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 10y: compounded portfolio wealth divided by compounded BND 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…
10y analysis · Full analysis span regression · 6 months rolling