+215.4%
GLD vs LII
+170.6%
+44.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.7% |
| 7D | +2.8% | +0.4% | +2.4% | +2.8% |
| 30D | -4.0% | -2.4% | -1.6% | -3.9% |
| 3M | -8.2% | -17.5% | +9.2% | -7.5% |
| 6M | -14.8% | -32.8% | +18.0% | -13.6% |
| YTD | -6.8% | -27.7% | +20.9% | -5.8% |
| 1Y | -2.4% | -28.1% | +25.7% | -1.3% |
| 3Y | +105.8% | -9.7% | +115.4% | +106.4% |
| 5Y | +113.3% | +19.5% | +93.8% | +111.7% |
| All | +215.4% | +170.6% | +44.8% | +211.5% |
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