+746.1%
GLD vs RF
+60.4%
+685.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.8% |
| 7D | +1.9% | -1.6% | +3.5% | +1.8% |
| 30D | -1.8% | +5.0% | -6.8% | -1.6% |
| 3M | -3.6% | -10.0% | +6.3% | -3.9% |
| 6M | -10.2% | +3.3% | -13.6% | -10.1% |
| YTD | -5.3% | +7.9% | -13.2% | -5.0% |
| 1Y | +2.5% | +21.2% | -18.8% | +3.0% |
| 3Y | +103.2% | +105.8% | -2.6% | +107.7% |
| 5Y | +121.1% | +43.7% | +77.4% | +124.6% |
| 10Y | +201.9% | +289.4% | -87.6% | +218.5% |
| All | +746.1% | +60.4% | +685.7% | +865.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling