-3.9%
GLD vs Z
-59.6%
+55.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -2.0% | -13.1% | +11.1% | -1.3% |
| 30D | -4.4% | +5.9% | -10.3% | -4.9% |
| 3M | -8.9% | -13.7% | +4.8% | -8.6% |
| 6M | -16.0% | -27.1% | +11.1% | -15.8% |
| YTD | -7.9% | -56.8% | +48.9% | -7.0% |
| 1Y | -3.9% | -60.2% | +56.3% | -2.8% |
| All | -3.9% | -59.6% | +55.7% | -2.8% |
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