+24.5%
GLD vs REGN
+46.5%
-22.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.7% |
| 7D | -0.5% | +4.2% | -4.7% | -0.9% |
| 30D | +4.4% | +7.8% | -3.4% | +3.7% |
| 3M | -1.1% | +31.8% | -32.9% | -3.4% |
| 6M | -13.8% | +5.4% | -19.2% | -14.7% |
| YTD | +2.6% | +7.7% | -5.0% | +1.6% |
| 1Y | +24.5% | +46.7% | -22.2% | +28.5% |
| All | +24.5% | +46.5% | -22.0% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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