+816.6%
GLD vs PBR
+958.7%
-142.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -0.5% | +8.6% | -9.1% | -1.0% |
| 30D | +4.4% | +12.8% | -8.4% | +3.6% |
| 3M | -1.1% | +14.7% | -15.8% | -2.0% |
| 6M | -13.8% | +25.2% | -39.0% | -15.2% |
| YTD | +2.6% | +77.1% | -74.5% | -1.1% |
| 1Y | +24.5% | +69.6% | -45.1% | +20.1% |
| 3Y | +125.8% | +95.6% | +30.3% | +115.0% |
| 5Y | +137.8% | +501.8% | -364.0% | +109.1% |
| 10Y | +221.4% | +640.6% | -419.2% | +164.2% |
| All | +816.6% | +958.7% | -142.2% | +490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling