+219.6%
GLD vs REPL
+35.1%
+184.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.0% | -8.8% | -0.9% |
| 7D | +4.7% | +22.8% | -18.1% | +4.5% |
| 30D | -0.9% | +63.8% | -64.7% | -1.4% |
| 3M | -4.4% | +68.1% | -72.5% | -5.0% |
| 6M | -13.6% | +528.5% | -542.0% | -16.0% |
| YTD | -6.0% | +122.4% | -128.4% | -8.3% |
| 1Y | +1.8% | +154.4% | -152.6% | -0.9% |
| 3Y | +103.2% | +68.0% | +35.2% | +94.8% |
| 5Y | +119.3% | -35.4% | +154.7% | +112.0% |
| All | +219.6% | +35.1% | +184.5% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling