+44.7%
GLD vs SARO
-10.5%
+55.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -4.6% | +0.4% | -4.9% | -4.6% |
| 30D | -5.5% | +40.3% | -45.8% | -8.0% |
| 3M | -10.9% | +2.2% | -13.2% | -11.2% |
| 6M | -17.4% | +3.7% | -21.1% | -18.0% |
| YTD | -10.3% | -3.3% | -7.0% | -10.8% |
| 1Y | -7.2% | +8.4% | -15.6% | -7.8% |
| All | +44.7% | -10.5% | +55.2% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling