+2.8%
GLD vs PBR
+74.7%
-71.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.0% | +10.7% | +3.6% |
| 7D | -0.3% | -11.0% | +10.7% | -0.3% |
| 30D | -1.9% | -18.8% | +16.9% | -1.8% |
| 3M | -0.4% | +7.8% | -8.3% | -1.7% |
| 6M | -10.2% | -7.6% | -2.6% | -9.9% |
| YTD | -6.0% | +72.7% | -78.7% | -15.6% |
| 1Y | +2.8% | +72.9% | -70.1% | -7.5% |
| All | +2.8% | +74.7% | -71.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling