+816.6%
GLD vs USB
+329.3%
+487.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -0.5% | +1.4% | -2.0% | -0.5% |
| 30D | +4.4% | -1.3% | +5.7% | +4.4% |
| 3M | -1.1% | +15.2% | -16.3% | -0.6% |
| 6M | -13.8% | +18.8% | -32.6% | -13.3% |
| YTD | +2.6% | +21.0% | -18.4% | +3.3% |
| 1Y | +24.5% | +34.0% | -9.5% | +25.8% |
| 3Y | +125.8% | +95.3% | +30.5% | +131.8% |
| 5Y | +137.8% | +40.4% | +97.4% | +142.1% |
| 10Y | +221.4% | +107.3% | +114.1% | +234.8% |
| All | +816.6% | +329.3% | +487.2% | +896.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling