-7.2%
GLD vs LLY
+43.8%
-51.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | -4.6% | +6.6% | -11.2% | -4.9% |
| 30D | -5.5% | +19.4% | -24.9% | -6.7% |
| 3M | -10.9% | +19.6% | -30.5% | -12.0% |
| 6M | -17.4% | +42.6% | -60.0% | -19.6% |
| YTD | -10.3% | +35.0% | -45.3% | -13.8% |
| 1Y | -7.2% | +42.0% | -49.2% | -10.8% |
| All | -7.2% | +43.8% | -51.0% | -10.8% |
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