+215.0%
GLD vs REGN
+105.3%
+109.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | -2.0% | -5.6% | +3.6% | -1.9% |
| 30D | -1.5% | -2.0% | +0.4% | -1.5% |
| 3M | +3.2% | +28.0% | -24.7% | +2.8% |
| 6M | -16.3% | +1.2% | -17.4% | -16.3% |
| YTD | +0.6% | +1.6% | -1.0% | +0.5% |
| 1Y | +19.1% | +38.2% | -19.1% | +18.8% |
| 3Y | +123.5% | -5.4% | +128.9% | +123.9% |
| 5Y | +138.5% | +21.3% | +117.3% | +138.3% |
| All | +215.0% | +105.3% | +109.7% | +222.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling