+215.0%
GLD vs PBR
+697.0%
-481.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -2.0% | +5.4% | -7.3% | -2.1% |
| 30D | -1.5% | +22.9% | -24.4% | -2.1% |
| 3M | +3.2% | +19.6% | -16.4% | +2.6% |
| 6M | -16.3% | +16.5% | -32.7% | -16.8% |
| YTD | +0.6% | +86.7% | -86.0% | -1.4% |
| 1Y | +19.1% | +74.7% | -55.6% | +16.9% |
| 3Y | +123.5% | +102.6% | +20.9% | +118.2% |
| 5Y | +138.5% | +566.6% | -428.1% | +127.0% |
| All | +215.0% | +697.0% | -481.9% | +190.9% |
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