+137.1%
GLD vs BNY
+250.1%
-113.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -3.4% | -1.1% | -2.3% | -3.3% |
| 30D | -1.1% | +1.4% | -2.6% | -1.2% |
| 3M | +5.8% | +16.8% | -11.0% | +4.9% |
| 6M | -17.1% | +42.0% | -59.0% | -18.5% |
| YTD | 0.0% | +41.9% | -41.9% | -1.7% |
| 1Y | +18.2% | +59.2% | -41.0% | +15.9% |
| 3Y | +122.6% | +290.9% | -168.3% | +113.4% |
| 5Y | +137.1% | +259.0% | -122.0% | +122.6% |
| All | +137.1% | +250.1% | -113.0% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling