+816.6%
GLD vs BNS
+673.4%
+143.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | +1.5% | -2.1% | -0.6% |
| 30D | +4.4% | +6.0% | -1.6% | +4.0% |
| 3M | -1.1% | +16.3% | -17.4% | -2.0% |
| 6M | -13.8% | +28.8% | -42.5% | -15.1% |
| YTD | +2.6% | +30.0% | -27.3% | +1.0% |
| 1Y | +24.5% | +50.7% | -26.2% | +21.5% |
| 3Y | +125.8% | +125.4% | +0.5% | +115.6% |
| 5Y | +137.8% | +94.2% | +43.6% | +127.9% |
| 10Y | +221.4% | +182.8% | +38.6% | +202.0% |
| All | +816.6% | +673.4% | +143.1% | +654.0% |
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