+739.4%
GLD vs O
+680.9%
+58.5%
-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 | +4.7% | +3.7% | +1.0% | +4.6% |
| 30D | -0.9% | +11.2% | -12.1% | -1.3% |
| 3M | -4.4% | -4.0% | -0.4% | -4.3% |
| 6M | -13.6% | -5.2% | -8.3% | -13.4% |
| YTD | -6.0% | +9.5% | -15.5% | -6.3% |
| 1Y | +1.8% | +10.6% | -8.8% | +1.4% |
| 3Y | +103.2% | +38.1% | +65.1% | +100.8% |
| 5Y | +119.3% | +10.2% | +109.1% | +118.0% |
| 10Y | +199.5% | +71.4% | +128.1% | +193.1% |
| All | +739.4% | +680.9% | +58.5% | +693.3% |
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 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