+816.6%
GLD vs LLY
+3,668.8%
-2,852.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | -2.1% | +1.6% | -0.5% |
| 30D | +4.4% | -1.6% | +6.0% | +4.4% |
| 3M | -1.1% | +2.3% | -3.4% | -1.2% |
| 6M | -13.8% | +14.9% | -28.7% | -14.1% |
| YTD | +2.6% | +7.5% | -4.8% | +2.3% |
| 1Y | +24.5% | +55.7% | -31.2% | +23.3% |
| 3Y | +125.8% | +110.6% | +15.2% | +122.1% |
| 5Y | +137.8% | +363.4% | -225.6% | +130.5% |
| 10Y | +221.4% | +1,649.0% | -1,427.6% | +204.4% |
| All | +816.6% | +3,668.8% | -2,852.2% | +734.7% |
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