+2.8%
GLD vs PFE
+35.1%
-32.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.0% | +3.4% |
| 7D | -0.3% | +4.6% | -4.8% | -0.8% |
| 30D | -1.9% | +12.3% | -14.2% | -3.4% |
| 3M | -0.4% | +21.2% | -21.6% | -2.8% |
| 6M | -10.2% | +21.1% | -31.3% | -12.3% |
| YTD | -6.0% | +30.0% | -36.0% | -8.3% |
| 1Y | +2.8% | +35.6% | -32.8% | -0.5% |
| All | +2.8% | +35.1% | -32.3% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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