-3.9%
GLD vs BR
-11.9%
+8.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -2.0% | +1.9% | -3.8% | -1.8% |
| 30D | -4.4% | +15.9% | -20.3% | -3.0% |
| 3M | -8.9% | +13.7% | -22.6% | -7.6% |
| 6M | -16.0% | +31.0% | -47.0% | -12.7% |
| YTD | -7.9% | -12.0% | +4.1% | -12.3% |
| 1Y | -3.9% | -11.5% | +7.6% | -7.8% |
| All | -3.9% | -11.9% | +8.0% | -7.8% |
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