+122.0%
GLD vs U
-44.5%
+166.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | -3.8% | +3.3% | -0.4% |
| 30D | +4.4% | +17.5% | -13.1% | +3.9% |
| 3M | -1.1% | +38.7% | -39.8% | -2.0% |
| 6M | -13.8% | +104.4% | -118.2% | -15.4% |
| YTD | +2.6% | -5.7% | +8.3% | +2.1% |
| 1Y | +24.5% | +3.7% | +20.8% | +23.5% |
| 3Y | +125.8% | +12.3% | +113.5% | +121.5% |
| 5Y | +137.8% | -68.8% | +206.6% | +134.3% |
| All | +122.0% | -44.5% | +166.5% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling