+518.6%
GLD vs BR
+1,321.0%
-802.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | -0.8% |
| 7D | -0.5% | -5.3% | +4.8% | -0.5% |
| 30D | +4.4% | +6.4% | -2.1% | +4.3% |
| 3M | -1.1% | +13.6% | -14.7% | -1.2% |
| 6M | -13.8% | -6.7% | -7.1% | -13.7% |
| YTD | +2.6% | -21.1% | +23.7% | +3.0% |
| 1Y | +24.5% | -29.6% | +54.1% | +25.2% |
| 3Y | +125.8% | -2.4% | +128.2% | +125.7% |
| 5Y | +137.8% | +11.2% | +126.5% | +137.0% |
| 10Y | +221.4% | +191.8% | +29.6% | +218.7% |
| All | +518.6% | +1,321.0% | -802.4% | +493.9% |
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