+104.8%
GLD vs PR
+61.1%
+43.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +0.9% |
| 7D | +1.9% | -16.5% | +18.4% | +2.3% |
| 30D | -1.8% | -4.5% | +2.7% | -1.8% |
| 3M | -3.6% | +8.5% | -12.2% | -4.1% |
| 6M | -10.2% | -3.3% | -6.9% | -10.3% |
| YTD | -5.3% | +55.7% | -61.0% | -7.8% |
| 1Y | +2.5% | +82.0% | -79.6% | -1.0% |
| All | +104.8% | +61.1% | +43.6% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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