+290.7%
GLD vs Z
+25.1%
+265.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -0.5% | -3.0% | +2.5% | -0.4% |
| 30D | +4.4% | -4.2% | +8.6% | +4.5% |
| 3M | -1.1% | -3.7% | +2.6% | -1.1% |
| 6M | -13.8% | -24.5% | +10.7% | -13.2% |
| YTD | +2.6% | -49.3% | +51.9% | +4.4% |
| 1Y | +24.5% | -58.7% | +83.2% | +27.2% |
| 3Y | +125.8% | -34.1% | +160.0% | +126.3% |
| 5Y | +137.8% | -64.5% | +202.3% | +139.4% |
| 10Y | +221.4% | -0.5% | +221.9% | +216.7% |
| All | +290.7% | +25.1% | +265.6% | +287.9% |
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 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