+218.2%
GLD vs BR
+185.2%
+33.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.1% | -5.0% | +5.2% | +0.3% |
| 30D | +0.2% | -2.5% | +2.7% | +0.3% |
| 3M | +3.2% | +13.5% | -10.3% | +3.0% |
| 6M | -14.6% | -9.4% | -5.2% | -14.4% |
| YTD | +1.8% | -23.3% | +25.1% | +2.6% |
| 1Y | +20.7% | -31.6% | +52.3% | +22.3% |
| 3Y | +126.5% | -5.1% | +131.6% | +126.2% |
| 5Y | +140.0% | +8.2% | +131.9% | +138.0% |
| 10Y | +218.2% | +189.8% | +28.4% | +207.2% |
| All | +218.2% | +185.2% | +33.0% | +207.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling