+205.0%
GLD vs Z
-14.9%
+219.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.7% |
| 7D | +4.7% | -4.6% | +9.3% | +4.8% |
| 30D | -0.9% | +8.3% | -9.2% | -1.2% |
| 3M | -4.4% | -11.6% | +7.2% | -4.2% |
| 6M | -13.6% | -33.6% | +20.1% | -12.7% |
| YTD | -6.0% | -56.7% | +50.7% | -3.9% |
| 1Y | +1.8% | -59.1% | +60.9% | +4.1% |
| 3Y | +103.2% | -20.4% | +123.5% | +102.5% |
| 5Y | +119.3% | -55.3% | +174.6% | +119.9% |
| All | +205.0% | -14.9% | +219.9% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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