+205.0%
GLD vs REPL
+36.8%
+168.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -4.6% | +1.2% | -5.8% | -4.6% |
| 30D | -5.5% | +92.2% | -97.6% | -6.1% |
| 3M | -10.9% | +44.1% | -55.0% | -11.3% |
| 6M | -17.4% | +313.0% | -330.5% | -19.3% |
| YTD | -10.3% | +125.2% | -135.5% | -12.5% |
| 1Y | -7.2% | +143.8% | -150.9% | -9.6% |
| 3Y | +96.9% | +104.2% | -7.3% | +88.4% |
| 5Y | +103.8% | -34.5% | +138.3% | +96.9% |
| All | +205.0% | +36.8% | +168.1% | +191.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling