+204.5%
GLD vs REPL
+37.4%
+167.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.8% |
| 7D | -5.5% | +9.8% | -15.3% | -5.6% |
| 30D | -7.0% | +81.5% | -88.5% | -7.6% |
| 3M | -12.4% | +44.2% | -56.6% | -12.7% |
| 6M | -18.0% | +437.4% | -455.4% | -20.2% |
| YTD | -10.5% | +126.1% | -136.6% | -12.7% |
| 1Y | -8.1% | +143.1% | -151.2% | -10.4% |
| 3Y | +97.7% | +97.8% | -0.1% | +89.2% |
| 5Y | +103.4% | -34.3% | +137.7% | +96.5% |
| All | +204.5% | +37.4% | +167.1% | +190.9% |
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