+127.7%
GLD vs U
+13.4%
+114.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | -3.8% | +3.3% | -0.3% |
| 30D | +4.4% | +17.5% | -13.1% | +3.6% |
| 3M | -1.1% | +38.7% | -39.8% | -2.7% |
| 6M | -13.8% | +104.4% | -118.2% | -16.7% |
| YTD | +2.6% | -5.7% | +8.3% | +1.7% |
| 1Y | +24.5% | +3.7% | +20.8% | +22.9% |
| All | +127.7% | +13.4% | +114.3% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling