+137.1%
GLD vs REGN
+23.2%
+113.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.7% |
| 7D | -3.4% | -6.0% | +2.6% | -3.2% |
| 30D | -1.1% | -0.4% | -0.8% | -1.1% |
| 3M | +5.8% | +32.0% | -26.2% | +5.0% |
| 6M | -17.1% | +3.0% | -20.1% | -17.2% |
| YTD | 0.0% | +3.2% | -3.2% | -0.2% |
| 1Y | +18.2% | +43.4% | -25.2% | +17.8% |
| 3Y | +122.6% | -3.6% | +126.2% | +123.9% |
| 5Y | +137.1% | +23.1% | +114.0% | +134.6% |
| All | +137.1% | +23.2% | +113.9% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling