+104.1%
GLD vs BUD
+51.6%
+52.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | -4.6% | +1.0% | -5.6% | -4.7% |
| 30D | -5.5% | +6.7% | -12.1% | -6.1% |
| 3M | -10.9% | +5.7% | -16.6% | -11.5% |
| 6M | -17.4% | +5.8% | -23.2% | -18.0% |
| YTD | -10.3% | +34.4% | -44.7% | -13.0% |
| 1Y | -7.2% | +33.3% | -40.4% | -9.9% |
| 3Y | +96.9% | +48.8% | +48.1% | +89.3% |
| All | +104.1% | +51.6% | +52.5% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling