-8.1%
GLD vs Z
-61.0%
+53.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.7% |
| 7D | -5.5% | -4.9% | -0.6% | -5.2% |
| 30D | -7.0% | +3.0% | -10.0% | -7.3% |
| 3M | -12.4% | -13.4% | +1.1% | -12.0% |
| 6M | -18.0% | -27.3% | +9.3% | -17.7% |
| YTD | -10.5% | -57.8% | +47.3% | -9.2% |
| 1Y | -8.1% | -60.0% | +52.0% | -6.7% |
| All | -8.1% | -61.0% | +53.0% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling