+103.2%
GLD vs LLY
+142.0%
-38.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +4.7% | -4.5% | +9.2% | +4.9% |
| 30D | -0.9% | +13.9% | -14.8% | -1.5% |
| 3M | -4.4% | +13.8% | -18.2% | -5.0% |
| 6M | -13.6% | +37.6% | -51.2% | -14.8% |
| YTD | -6.0% | +26.6% | -32.6% | -7.3% |
| 1Y | +1.8% | +45.3% | -43.6% | -0.1% |
| 3Y | +103.2% | +132.2% | -29.1% | +102.0% |
| All | +103.2% | +142.0% | -38.8% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling