+439.7%
GLD vs BR
+1,473.8%
-1,034.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -5.5% | -1.3% | -4.2% | -5.5% |
| 30D | -7.0% | +13.7% | -20.7% | -7.1% |
| 3M | -12.4% | +13.8% | -26.2% | -12.5% |
| 6M | -18.0% | +29.7% | -47.7% | -18.2% |
| YTD | -10.5% | -12.6% | +2.2% | -10.3% |
| 1Y | -8.1% | -12.4% | +4.4% | -7.9% |
| 3Y | +97.7% | +14.1% | +83.6% | +97.2% |
| 5Y | +103.4% | +18.7% | +84.8% | +102.5% |
| 10Y | +203.1% | +276.2% | -73.1% | +200.1% |
| All | +439.7% | +1,473.8% | -1,034.1% | +417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling