+206.1%
GLD vs LLY
+2,052.4%
-1,846.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -4.6% | +6.7% | -11.3% | -4.8% |
| 30D | -5.5% | +19.6% | -25.0% | -6.0% |
| 3M | -10.9% | +19.7% | -30.6% | -11.4% |
| 6M | -17.4% | +42.7% | -60.2% | -18.3% |
| YTD | -10.3% | +35.1% | -45.4% | -11.3% |
| 1Y | -7.2% | +42.2% | -49.3% | -8.3% |
| 3Y | +96.9% | +140.8% | -43.9% | +92.2% |
| 5Y | +103.8% | +480.6% | -376.8% | +95.1% |
| All | +206.1% | +2,052.4% | -1,846.3% | +185.0% |
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