+118.6%
GLD vs BP
+103.6%
+14.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | -11.6% | +16.3% | +5.7% |
| 30D | -0.9% | 0.0% | -0.9% | -1.1% |
| 3M | -4.4% | +6.7% | -11.1% | -5.2% |
| 6M | -13.6% | +2.2% | -15.7% | -14.0% |
| YTD | -6.0% | +33.0% | -39.0% | -9.5% |
| 1Y | +1.8% | +30.7% | -29.0% | -1.9% |
| 3Y | +103.2% | +44.2% | +59.0% | +92.7% |
| All | +118.6% | +103.6% | +14.9% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling