+212.2%
GLD vs BUD
-8.7%
+221.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.8% |
| 7D | +4.9% | +1.3% | +3.6% | +4.9% |
| 30D | -1.3% | +10.0% | -11.3% | -1.8% |
| 3M | -4.8% | +1.6% | -6.3% | -4.9% |
| 6M | -12.5% | +6.5% | -19.0% | -12.9% |
| YTD | -4.2% | +34.8% | -39.1% | -5.8% |
| 1Y | +3.0% | +36.5% | -33.4% | +1.2% |
| 3Y | +109.1% | +49.0% | +60.2% | +104.5% |
| 5Y | +121.6% | +51.7% | +69.9% | +115.6% |
| 10Y | +212.2% | -7.5% | +219.8% | +203.8% |
| All | +212.2% | -8.7% | +221.0% | +203.8% |
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