+64.2%
GLD vs SARO
-21.9%
+86.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +0.2% | -14.5% | +14.7% | +1.3% |
| 3M | +3.2% | -5.3% | +8.5% | +3.5% |
| 6M | -14.6% | -15.3% | +0.6% | -14.1% |
| YTD | +1.8% | -15.6% | +17.3% | +2.4% |
| 1Y | +20.7% | -9.1% | +29.8% | +21.3% |
| All | +64.2% | -21.9% | +86.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 3y: compounded portfolio wealth divided by compounded SARO 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…
3y analysis · Full analysis span regression · 6 months rolling