+306.4%
GLD vs BUD
+219.3%
+87.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.7% |
| 7D | +1.9% | +7.1% | -5.3% | +1.5% |
| 30D | -1.8% | +12.7% | -14.4% | -2.4% |
| 3M | -3.6% | 0.0% | -3.7% | -3.7% |
| 6M | -10.2% | +7.6% | -17.8% | -10.7% |
| YTD | -5.3% | +35.0% | -40.3% | -6.8% |
| 1Y | +2.5% | +37.6% | -35.1% | +0.6% |
| 3Y | +103.2% | +51.5% | +51.7% | +98.4% |
| 5Y | +121.1% | +50.2% | +70.8% | +115.2% |
| 10Y | +201.9% | -7.2% | +209.1% | +197.6% |
| All | +306.4% | +219.3% | +87.2% | +244.6% |
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