+208.4%
GLD vs LLY
+2,007.5%
-1,799.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.7% |
| 7D | +2.8% | +1.6% | +1.2% | +2.8% |
| 30D | -4.0% | +21.5% | -25.4% | -4.5% |
| 3M | -8.2% | +16.4% | -24.7% | -8.7% |
| 6M | -14.8% | +51.5% | -66.3% | -15.9% |
| YTD | -6.8% | +33.9% | -40.7% | -7.8% |
| 1Y | -2.4% | +49.1% | -51.5% | -3.7% |
| 3Y | +105.8% | +144.6% | -38.9% | +100.7% |
| 5Y | +113.3% | +466.3% | -353.0% | +104.1% |
| 10Y | +208.4% | +2,024.1% | -1,815.7% | +186.3% |
| All | +208.4% | +2,007.5% | -1,799.0% | +186.3% |
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