+340.3%
GLD vs BUD
+201.1%
+139.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +4.4% | -5.7% | +10.1% | +4.7% |
| 3M | -1.1% | +3.1% | -4.2% | -1.3% |
| 6M | -13.8% | +7.9% | -21.7% | -14.2% |
| YTD | +2.6% | +27.3% | -24.7% | +1.3% |
| 1Y | +24.5% | +37.8% | -13.3% | +22.4% |
| 3Y | +125.8% | +49.8% | +76.0% | +120.9% |
| 5Y | +137.8% | +43.8% | +94.0% | +132.0% |
| 10Y | +221.4% | -22.6% | +244.0% | +220.0% |
| All | +340.3% | +201.1% | +139.2% | +274.6% |
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