+109.1%
GLD vs T
+61.6%
+47.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | +4.9% | +1.7% | +3.3% | +5.0% |
| 30D | -1.3% | -1.7% | +0.4% | -1.3% |
| 3M | -4.8% | -7.3% | +2.6% | -5.0% |
| 6M | -12.5% | -11.2% | -1.3% | -12.7% |
| YTD | -4.2% | -8.1% | +3.8% | -4.7% |
| 1Y | +3.0% | -8.0% | +11.1% | +2.5% |
| 3Y | +109.1% | +62.1% | +47.0% | +99.5% |
| All | +109.1% | +61.6% | +47.5% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling