+215.0%
GLD vs BNY
+416.3%
-201.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.0% | -1.3% | -0.6% | -2.0% |
| 30D | -1.5% | -0.2% | -1.4% | -1.5% |
| 3M | +3.2% | +14.9% | -11.7% | +3.2% |
| 6M | -16.3% | +40.0% | -56.3% | -16.1% |
| YTD | +0.6% | +42.0% | -41.4% | +0.8% |
| 1Y | +19.1% | +56.9% | -37.7% | +19.5% |
| 3Y | +123.5% | +289.9% | -166.4% | +128.7% |
| 5Y | +138.5% | +259.2% | -120.7% | +143.0% |
| All | +215.0% | +416.3% | -201.3% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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