+205.6%
GLD vs EAT
+319.3%
-113.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.8% |
| 7D | -5.5% | -7.1% | +1.6% | -5.4% |
| 30D | -7.0% | -2.3% | -4.7% | -7.0% |
| 3M | -12.4% | -19.6% | +7.3% | -12.1% |
| 6M | -18.0% | +46.0% | -64.0% | -18.4% |
| YTD | -10.5% | +37.7% | -48.1% | -10.8% |
| 1Y | -8.1% | +73.8% | -81.8% | -8.6% |
| 3Y | +97.7% | +482.1% | -384.4% | +94.0% |
| 5Y | +103.4% | +362.5% | -259.0% | +99.3% |
| All | +205.6% | +319.3% | -113.6% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling