+24.5%
GLD vs BR
-29.1%
+53.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | -1.2% |
| 7D | -0.5% | -5.3% | +4.8% | -1.1% |
| 30D | +4.4% | +6.4% | -2.1% | +5.4% |
| 3M | -1.1% | +13.6% | -14.7% | +0.9% |
| 6M | -13.8% | -6.7% | -7.1% | -15.2% |
| YTD | +2.6% | -21.1% | +23.7% | -1.5% |
| 1Y | +24.5% | -29.6% | +54.1% | +21.7% |
| All | +24.5% | -29.1% | +53.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling