+206.1%
GLD vs BUD
-2.1%
+208.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | -4.6% | +1.0% | -5.6% | -4.6% |
| 30D | -5.5% | +6.7% | -12.1% | -5.8% |
| 3M | -10.9% | +5.7% | -16.6% | -11.2% |
| 6M | -17.4% | +5.8% | -23.2% | -17.8% |
| YTD | -10.3% | +34.4% | -44.7% | -11.8% |
| 1Y | -7.2% | +33.3% | -40.4% | -8.6% |
| 3Y | +96.9% | +48.8% | +48.1% | +92.7% |
| 5Y | +103.8% | +52.5% | +51.2% | +98.4% |
| All | +206.1% | -2.1% | +208.2% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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