+118.6%
GLD vs U
-66.8%
+185.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.0% |
| 7D | +4.7% | +36.6% | -31.9% | +3.7% |
| 30D | -0.9% | +13.3% | -14.2% | -1.4% |
| 3M | -4.4% | +26.2% | -30.6% | -5.2% |
| 6M | -13.6% | +88.7% | -102.3% | -15.3% |
| YTD | -6.0% | +16.6% | -22.6% | -7.2% |
| 1Y | +1.8% | +29.0% | -27.2% | +0.2% |
| 3Y | +103.2% | +99.5% | +3.7% | +96.6% |
| All | +118.6% | -66.8% | +185.3% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling