+124.5%
GLD vs PBR
+98.1%
+26.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.3% | -2.0% |
| 7D | +0.7% | +2.5% | -1.7% | +0.6% |
| 30D | +0.3% | +19.4% | -19.1% | -1.1% |
| 3M | +0.6% | +20.8% | -20.2% | -1.0% |
| 6M | -15.6% | +23.5% | -39.1% | -17.7% |
| YTD | +0.9% | +83.4% | -82.5% | -5.3% |
| 1Y | +19.4% | +77.6% | -58.2% | +12.2% |
| 3Y | +124.5% | +99.9% | +24.6% | +103.1% |
| All | +124.5% | +98.1% | +26.4% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling