+96.6%
GLD vs O
+40.0%
+56.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -5.5% | -0.4% | -5.1% | -5.4% |
| 30D | -7.0% | +8.3% | -15.3% | -8.4% |
| 3M | -12.4% | -4.0% | -8.4% | -11.7% |
| 6M | -18.0% | -2.6% | -15.4% | -17.7% |
| YTD | -10.5% | +9.9% | -20.3% | -12.3% |
| 1Y | -8.1% | +9.8% | -17.9% | -10.0% |
| All | +96.6% | +40.0% | +56.6% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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