+800.7%
GLD vs BNY
+671.4%
+129.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.8% |
| 7D | +0.7% | +1.5% | -0.7% | +0.8% |
| 30D | +0.3% | +3.3% | -3.0% | +0.4% |
| 3M | +0.6% | +15.3% | -14.7% | +0.9% |
| 6M | -15.6% | +42.5% | -58.0% | -15.0% |
| YTD | +0.9% | +42.0% | -41.2% | +1.5% |
| 1Y | +19.4% | +59.3% | -39.9% | +20.5% |
| 3Y | +124.5% | +291.2% | -166.8% | +131.3% |
| 5Y | +138.9% | +252.1% | -113.1% | +145.8% |
| 10Y | +213.3% | +407.1% | -193.8% | +226.9% |
| All | +800.7% | +671.4% | +129.3% | +843.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling