+699.7%
GLD vs LLY
+4,580.1%
-3,880.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -5.5% | +4.6% | -10.1% | -5.6% |
| 30D | -7.0% | +22.4% | -29.4% | -7.5% |
| 3M | -12.4% | +17.1% | -29.5% | -12.7% |
| 6M | -18.0% | +44.6% | -62.7% | -18.7% |
| YTD | -10.5% | +33.5% | -43.9% | -11.2% |
| 1Y | -8.1% | +41.1% | -49.2% | -8.9% |
| 3Y | +97.7% | +143.8% | -46.1% | +93.7% |
| 5Y | +103.4% | +473.4% | -369.9% | +96.1% |
| 10Y | +203.1% | +2,035.0% | -1,831.9% | +185.6% |
| All | +699.7% | +4,580.1% | -3,880.4% | +624.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling