+700.9%
GLD vs BNS
+669.7%
+31.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.6% | +0.9% | -5.5% | -4.6% |
| 30D | -5.5% | +2.8% | -8.2% | -5.6% |
| 3M | -10.9% | +3.0% | -13.9% | -11.1% |
| 6M | -17.4% | +23.3% | -40.7% | -18.5% |
| YTD | -10.3% | +29.3% | -39.6% | -11.7% |
| 1Y | -7.2% | +41.7% | -48.8% | -9.1% |
| 3Y | +96.9% | +147.7% | -50.8% | +87.2% |
| 5Y | +103.8% | +79.4% | +24.4% | +95.9% |
| 10Y | +203.5% | +188.5% | +15.1% | +184.9% |
| All | +700.9% | +669.7% | +31.2% | +559.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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