+218.4%
GLD vs PR
+147.8%
+70.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +0.8% |
| 7D | +1.9% | -16.5% | +18.4% | +1.9% |
| 30D | -1.8% | -4.5% | +2.7% | -1.8% |
| 3M | -3.6% | +8.5% | -12.2% | -3.7% |
| 6M | -10.2% | -3.3% | -6.9% | -10.2% |
| YTD | -5.3% | +55.7% | -61.0% | -5.4% |
| 1Y | +2.5% | +82.0% | -79.6% | +2.3% |
| 3Y | +103.2% | +62.5% | +40.7% | +102.8% |
| 5Y | +121.1% | +223.9% | -102.8% | +121.0% |
| 10Y | +201.9% | +64.2% | +137.7% | +211.8% |
| All | +218.4% | +147.8% | +70.6% | +233.1% |
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