+205.0%
GLD vs USB
+92.8%
+112.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | -0.9% | +5.8% | -6.7% | -0.8% |
| 3M | -4.4% | -6.0% | +1.6% | -4.5% |
| 6M | -13.6% | +7.8% | -21.3% | -13.4% |
| YTD | -6.0% | +14.6% | -20.6% | -5.6% |
| 1Y | +1.8% | +31.8% | -30.0% | +2.6% |
| 3Y | +103.2% | +91.5% | +11.7% | +108.0% |
| 5Y | +119.3% | +22.0% | +97.3% | +121.3% |
| All | +205.0% | +92.8% | +112.1% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling