+206.1%
GLD vs LII
+169.1%
+37.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | -4.6% | +2.9% | -7.5% | -4.7% |
| 30D | -5.5% | +0.9% | -6.4% | -5.6% |
| 3M | -10.9% | -15.5% | +4.6% | -10.3% |
| 6M | -17.4% | -30.2% | +12.8% | -16.4% |
| YTD | -10.3% | -26.8% | +16.5% | -9.3% |
| 1Y | -7.2% | -25.3% | +18.1% | -6.2% |
| 3Y | +96.9% | -7.8% | +104.7% | +97.4% |
| 5Y | +103.8% | +17.0% | +86.8% | +102.2% |
| All | +206.1% | +169.1% | +37.0% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling