+127.7%
GLD vs BP
+33.2%
+94.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -0.5% | +3.9% | -4.5% | -0.9% |
| 30D | +4.4% | +7.6% | -3.2% | +3.5% |
| 3M | -1.1% | +0.7% | -1.8% | -1.3% |
| 6M | -13.8% | +15.5% | -29.3% | -16.2% |
| YTD | +2.6% | +30.8% | -28.2% | -1.9% |
| 1Y | +24.5% | +34.3% | -9.8% | +18.4% |
| All | +127.7% | +33.2% | +94.5% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 3y: compounded portfolio wealth divided by compounded BP 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…
3y analysis · Full analysis span regression · 6 months rolling