+212.2%
GLD vs LLY
+2,040.2%
-1,828.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.8% |
| 7D | +4.9% | +0.1% | +4.9% | +4.9% |
| 30D | -1.3% | +19.7% | -21.0% | -1.9% |
| 3M | -4.8% | +19.3% | -24.0% | -5.3% |
| 6M | -12.5% | +49.3% | -61.8% | -13.5% |
| YTD | -4.2% | +32.0% | -36.3% | -5.2% |
| 1Y | +3.0% | +53.7% | -50.7% | +1.6% |
| 3Y | +109.1% | +143.7% | -34.6% | +104.1% |
| 5Y | +121.6% | +463.9% | -342.3% | +112.1% |
| 10Y | +212.2% | +2,006.3% | -1,794.1% | +190.2% |
| All | +212.2% | +2,040.2% | -1,828.0% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling