+103.2%
GLD vs BUD
+49.3%
+53.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +4.7% | +4.5% | +0.3% | +4.1% |
| 30D | -0.9% | +12.5% | -13.4% | -2.5% |
| 3M | -4.4% | 0.0% | -4.4% | -4.5% |
| 6M | -13.6% | +3.8% | -17.4% | -14.2% |
| YTD | -6.0% | +33.1% | -39.1% | -9.9% |
| 1Y | +1.8% | +35.5% | -33.7% | -2.7% |
| 3Y | +103.2% | +49.4% | +53.8% | +89.7% |
| All | +103.2% | +49.3% | +53.8% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling