+208.4%
GLD vs RF
+248.4%
-39.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | -4.0% | +6.2% | -10.1% | -3.8% |
| 3M | -8.2% | -7.8% | -0.4% | -8.4% |
| 6M | -14.8% | +5.9% | -20.8% | -14.8% |
| YTD | -6.8% | +9.0% | -15.8% | -6.6% |
| 1Y | -2.4% | +19.3% | -21.6% | -2.0% |
| 3Y | +105.8% | +116.4% | -10.7% | +110.2% |
| 5Y | +113.3% | +46.0% | +67.3% | +116.4% |
| 10Y | +208.4% | +239.8% | -31.4% | +237.7% |
| All | +208.4% | +248.4% | -39.9% | +237.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling