+205.0%
GLD vs LLY
+2,062.5%
-1,857.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +4.7% | -4.5% | +9.2% | +4.8% |
| 30D | -0.9% | +13.9% | -14.8% | -1.3% |
| 3M | -4.4% | +13.8% | -18.2% | -4.8% |
| 6M | -13.6% | +37.6% | -51.2% | -14.4% |
| YTD | -6.0% | +26.6% | -32.6% | -6.8% |
| 1Y | +1.8% | +45.3% | -43.6% | +0.5% |
| 3Y | +103.2% | +132.2% | -29.1% | +98.5% |
| 5Y | +119.3% | +434.7% | -315.3% | +110.3% |
| All | +205.0% | +2,062.5% | -1,857.6% | +182.3% |
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