+118.6%
GLD vs T
+52.3%
+66.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | +4.7% | +1.0% | +3.7% | +4.7% |
| 30D | -0.9% | -10.6% | +9.7% | -0.8% |
| 3M | -4.4% | -7.7% | +3.3% | -4.4% |
| 6M | -13.6% | -13.3% | -0.3% | -13.4% |
| YTD | -6.0% | -8.8% | +2.8% | -6.2% |
| 1Y | +1.8% | -8.4% | +10.2% | +1.6% |
| 3Y | +103.2% | +59.6% | +43.5% | +95.3% |
| All | +118.6% | +52.3% | +66.2% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling