+260.7%
GLD vs Z
+9.5%
+251.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.6% | +11.5% | +1.1% |
| 7D | +1.9% | -2.3% | +4.1% | +1.9% |
| 30D | -1.8% | +9.4% | -11.1% | -2.1% |
| 3M | -3.6% | -16.1% | +12.5% | -3.3% |
| 6M | -10.2% | -30.4% | +20.2% | -9.5% |
| YTD | -5.3% | -55.6% | +50.3% | -3.4% |
| 1Y | +2.5% | -58.5% | +61.0% | +4.6% |
| 3Y | +103.2% | -19.6% | +122.8% | +102.5% |
| 5Y | +121.1% | -54.1% | +175.2% | +121.4% |
| 10Y | +201.9% | -12.1% | +213.9% | +198.4% |
| All | +260.7% | +9.5% | +251.2% | +259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling