+245.0%
GLD vs PR
+169.5%
+75.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | +2.9% | -3.4% | -0.5% |
| 30D | +4.4% | +18.0% | -13.6% | +4.4% |
| 3M | -1.1% | +16.9% | -18.0% | -1.1% |
| 6M | -13.8% | +28.2% | -42.0% | -13.8% |
| YTD | +2.6% | +69.3% | -66.7% | +2.5% |
| 1Y | +24.5% | +69.5% | -45.0% | +24.3% |
| 3Y | +125.8% | +81.7% | +44.2% | +125.4% |
| 5Y | +137.8% | +422.2% | -284.5% | +138.3% |
| 10Y | +221.4% | +110.4% | +111.0% | +232.2% |
| All | +245.0% | +169.5% | +75.5% | +260.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling