+2.8%
GLD vs REPL
+125.1%
-122.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -0.3% | +28.8% | -29.1% | -0.5% |
| 30D | -1.9% | +57.3% | -59.2% | -2.3% |
| 3M | -0.4% | +73.6% | -74.0% | -1.1% |
| 6M | -10.2% | +582.8% | -593.0% | -13.6% |
| YTD | -6.0% | +112.9% | -118.9% | -9.0% |
| 1Y | +2.8% | +130.7% | -127.9% | -1.1% |
| All | +2.8% | +125.1% | -122.3% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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