+2.8%
GLD vs RF
+25.4%
-22.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.4% |
| 7D | -0.3% | +2.3% | -2.5% | -0.6% |
| 30D | -1.9% | +7.2% | -9.1% | -2.9% |
| 3M | -0.4% | -8.2% | +7.8% | +0.4% |
| 6M | -10.2% | +7.0% | -17.2% | -12.3% |
| YTD | -6.0% | +10.3% | -16.3% | -9.4% |
| 1Y | +2.8% | +25.1% | -22.3% | -2.7% |
| All | +2.8% | +25.4% | -22.6% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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