+450.0%
GLD vs BND
+75.4%
+374.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.1% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | -4.0% | +1.3% | -5.3% | -4.9% |
| 3M | -8.2% | -0.7% | -7.5% | -7.7% |
| 6M | -14.8% | -1.6% | -13.2% | -13.7% |
| YTD | -6.8% | -1.0% | -5.8% | -5.9% |
| 1Y | -2.4% | -0.7% | -1.7% | -1.7% |
| 3Y | +105.8% | +14.1% | +91.7% | +86.6% |
| 5Y | +113.3% | -1.5% | +114.8% | +114.7% |
| 10Y | +208.4% | +17.3% | +191.1% | +176.4% |
| All | +450.0% | +75.4% | +374.6% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling