+121.6%
GLD vs BND
-1.6%
+123.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +4.9% | +0.4% | +4.5% | +4.6% |
| 30D | -1.3% | +2.0% | -3.3% | -3.1% |
| 3M | -4.8% | -0.4% | -4.4% | -4.4% |
| 6M | -12.5% | -0.9% | -11.6% | -11.7% |
| YTD | -4.2% | -0.3% | -3.9% | -3.8% |
| 1Y | +3.0% | 0.0% | +3.1% | +3.2% |
| 3Y | +109.1% | +15.1% | +94.0% | +85.4% |
| 5Y | +121.6% | -1.5% | +123.1% | +117.9% |
| All | +121.6% | -1.6% | +123.1% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling