+2.8%
GLD vs T
-6.5%
+9.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.9% |
| 7D | -0.3% | +5.5% | -5.7% | +0.3% |
| 30D | -1.9% | -8.9% | +7.1% | -2.7% |
| 3M | -0.4% | -5.6% | +5.1% | -0.8% |
| 6M | -10.2% | -14.3% | +4.1% | -11.3% |
| YTD | -6.0% | -7.9% | +1.9% | -7.5% |
| 1Y | +2.8% | -6.4% | +9.2% | +0.8% |
| All | +2.8% | -6.5% | +9.3% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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