+2.8%
GLD vs U
+17.5%
-14.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +3.2% |
| 7D | -0.3% | +7.5% | -7.8% | -1.0% |
| 30D | -1.9% | -7.0% | +5.2% | -1.3% |
| 3M | -0.4% | +20.6% | -21.0% | -2.6% |
| 6M | -10.2% | +53.2% | -63.4% | -14.5% |
| YTD | -6.0% | -3.9% | -2.1% | -5.9% |
| 1Y | +2.8% | +18.4% | -15.6% | +0.8% |
| All | +2.8% | +17.5% | -14.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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