+2.8%
GLD vs LLY
+60.1%
-57.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -0.3% | +10.1% | -10.3% | -1.0% |
| 30D | -1.9% | +24.0% | -25.9% | -3.7% |
| 3M | -0.4% | +27.3% | -27.7% | -2.5% |
| 6M | -10.2% | +47.0% | -57.1% | -13.3% |
| YTD | -6.0% | +32.6% | -38.6% | -9.5% |
| 1Y | +2.8% | +57.3% | -54.5% | -4.1% |
| All | +2.8% | +60.1% | -57.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 1y: compounded portfolio wealth divided by compounded LLY 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…
1y analysis · Full analysis span regression · 6 months rolling