+121.1%
GLD vs USB
+22.2%
+98.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.8% |
| 7D | +1.9% | -1.5% | +3.3% | +1.9% |
| 30D | -1.8% | +4.3% | -6.1% | -1.8% |
| 3M | -3.6% | -6.1% | +2.4% | -3.6% |
| 6M | -10.2% | +9.4% | -19.6% | -10.3% |
| YTD | -5.3% | +15.2% | -20.4% | -5.2% |
| 1Y | +2.5% | +32.8% | -30.3% | +2.7% |
| 3Y | +103.2% | +91.3% | +11.9% | +104.9% |
| 5Y | +121.1% | +22.7% | +98.4% | +116.0% |
| All | +121.1% | +22.2% | +98.9% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling