+254.8%
GLD vs Z
+4.8%
+250.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -2.5% |
| 7D | +2.8% | -6.5% | +9.3% | +3.0% |
| 30D | -4.0% | -0.1% | -3.9% | -4.0% |
| 3M | -8.2% | -14.1% | +5.9% | -7.9% |
| 6M | -14.8% | -30.1% | +15.2% | -14.1% |
| YTD | -6.8% | -57.5% | +50.7% | -4.8% |
| 1Y | -2.4% | -60.3% | +57.9% | -0.2% |
| 3Y | +105.8% | -21.0% | +126.8% | +105.2% |
| 5Y | +113.3% | -54.9% | +168.2% | +113.8% |
| 10Y | +208.4% | -16.0% | +224.5% | +205.3% |
| All | +254.8% | +4.8% | +250.0% | +253.7% |
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