+105.0%
GLD vs U
-34.9%
+139.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.9% | -14.1% | +0.4% |
| 7D | +1.9% | +24.3% | -22.4% | +1.2% |
| 30D | -1.8% | +8.6% | -10.3% | -2.1% |
| 3M | -3.6% | +37.6% | -41.2% | -4.6% |
| 6M | -10.2% | +78.5% | -88.7% | -11.7% |
| YTD | -5.3% | +10.5% | -15.7% | -6.2% |
| 1Y | +2.5% | +15.2% | -12.8% | +1.3% |
| 3Y | +103.2% | +76.6% | +26.6% | +97.5% |
| 5Y | +121.1% | -67.9% | +189.0% | +117.2% |
| All | +105.0% | -34.9% | +139.9% | +96.7% |
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