+206.1%
GLD vs PBR
+585.8%
-379.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.1% |
| 7D | -4.6% | -1.0% | -3.6% | -4.6% |
| 30D | -5.5% | -29.3% | +23.8% | -4.7% |
| 3M | -10.9% | +5.5% | -16.4% | -11.2% |
| 6M | -17.4% | -2.9% | -14.5% | -17.5% |
| YTD | -10.3% | +61.5% | -71.8% | -11.9% |
| 1Y | -7.2% | +46.9% | -54.0% | -8.5% |
| 3Y | +96.9% | +66.4% | +30.5% | +93.0% |
| 5Y | +103.8% | +460.3% | -356.6% | +94.7% |
| All | +206.1% | +585.8% | -379.7% | +185.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling