+105.8%
GLD vs Z
-20.5%
+126.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -2.4% |
| 7D | +2.8% | -6.5% | +9.3% | +3.1% |
| 30D | -4.0% | -0.1% | -3.9% | -4.1% |
| 3M | -8.2% | -14.1% | +5.9% | -7.8% |
| 6M | -14.8% | -30.1% | +15.2% | -13.8% |
| YTD | -6.8% | -57.5% | +50.7% | -3.7% |
| 1Y | -2.4% | -60.3% | +57.9% | +1.2% |
| 3Y | +105.8% | -21.0% | +126.8% | +97.1% |
| All | +105.8% | -20.5% | +126.2% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling