+746.1%
GLD vs PFE
+184.2%
+561.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.9% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -1.8% | +8.7% | -10.4% | -1.9% |
| 3M | -3.6% | +15.8% | -19.4% | -3.9% |
| 6M | -10.2% | +16.8% | -27.1% | -10.5% |
| YTD | -5.3% | +26.2% | -31.4% | -5.6% |
| 1Y | +2.5% | +29.9% | -27.5% | +2.0% |
| 3Y | +103.2% | +15.9% | +87.3% | +102.4% |
| 5Y | +121.1% | -20.6% | +141.7% | +121.5% |
| 10Y | +201.9% | +65.4% | +136.5% | +199.5% |
| All | +746.1% | +184.2% | +561.9% | +715.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling