-7.2%
GLD vs Z
-58.2%
+51.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | 0.0% |
| 7D | -4.6% | +0.8% | -5.4% | -4.6% |
| 30D | -5.5% | +5.2% | -10.7% | -5.9% |
| 3M | -10.9% | -17.0% | +6.1% | -10.7% |
| 6M | -17.4% | -22.7% | +5.2% | -17.3% |
| YTD | -10.3% | -56.3% | +46.0% | -9.4% |
| 1Y | -7.2% | -57.7% | +50.5% | -6.3% |
| All | -7.2% | -58.2% | +51.0% | -6.3% |
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