+816.6%
GLD vs O
+702.3%
+114.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | -1.9% | +6.3% | +4.5% |
| 3M | -1.1% | +3.8% | -4.9% | -1.3% |
| 6M | -13.8% | -4.7% | -9.0% | -13.6% |
| YTD | +2.6% | +12.5% | -9.8% | +2.2% |
| 1Y | +24.5% | +10.8% | +13.7% | +24.0% |
| 3Y | +125.8% | +28.8% | +97.1% | +123.6% |
| 5Y | +137.8% | +13.2% | +124.6% | +136.1% |
| 10Y | +221.4% | +53.5% | +167.9% | +215.0% |
| All | +816.6% | +702.3% | +114.2% | +765.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling