+800.7%
GLD vs REGN
+9,557.1%
-8,756.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.7% |
| 7D | +0.7% | -1.6% | +2.4% | +0.8% |
| 30D | +0.3% | +3.4% | -3.1% | +0.3% |
| 3M | +0.6% | +32.7% | -32.1% | +0.4% |
| 6M | -15.6% | +6.9% | -22.5% | -15.6% |
| YTD | +0.9% | +5.4% | -4.5% | +0.8% |
| 1Y | +19.4% | +45.8% | -26.5% | +19.2% |
| 3Y | +124.5% | -1.5% | +126.0% | +124.4% |
| 5Y | +138.9% | +22.2% | +116.7% | +138.6% |
| 10Y | +213.3% | +103.6% | +109.7% | +212.5% |
| All | +800.7% | +9,557.1% | -8,756.4% | +777.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling