-10.2%
GLD vs Z
-31.8%
+21.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.6% | +11.5% | +1.8% |
| 7D | +1.9% | -2.3% | +4.1% | +1.9% |
| 30D | -1.8% | +9.4% | -11.1% | -3.3% |
| 3M | -3.6% | -16.1% | +12.5% | -2.7% |
| 6M | -10.2% | -30.4% | +20.2% | -7.9% |
| All | -10.2% | -31.8% | +21.6% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling