+303.2%
GLD vs BUD
+214.6%
+88.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +4.7% | +4.5% | +0.3% | +4.5% |
| 30D | -0.9% | +12.5% | -13.4% | -1.5% |
| 3M | -4.4% | 0.0% | -4.4% | -4.4% |
| 6M | -13.6% | +3.8% | -17.4% | -13.8% |
| YTD | -6.0% | +33.1% | -39.1% | -7.5% |
| 1Y | +1.8% | +35.5% | -33.7% | 0.0% |
| 3Y | +103.2% | +49.4% | +53.8% | +98.6% |
| 5Y | +119.3% | +48.0% | +71.3% | +113.6% |
| 10Y | +199.5% | -8.6% | +208.1% | +195.5% |
| All | +303.2% | +214.6% | +88.6% | +242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling