+739.4%
GLD vs GEN
+175.6%
+563.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.7% |
| 7D | +4.7% | +2.3% | +2.4% | +4.7% |
| 30D | -0.9% | +33.1% | -33.9% | -1.4% |
| 3M | -4.4% | +6.5% | -10.9% | -4.6% |
| 6M | -13.6% | +53.8% | -67.4% | -14.3% |
| YTD | -6.0% | +11.2% | -17.2% | -6.3% |
| 1Y | +1.8% | +19.4% | -17.6% | +1.3% |
| 3Y | +103.2% | +81.0% | +22.1% | +100.6% |
| 5Y | +119.3% | +33.4% | +85.9% | +117.2% |
| 10Y | +199.5% | +164.3% | +35.2% | +193.2% |
| All | +739.4% | +175.6% | +563.8% | +697.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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