+816.6%
GLD vs EAT
+1,359.8%
-543.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | +1.9% | +2.5% | +4.4% |
| 3M | -1.1% | +68.7% | -69.8% | -1.1% |
| 6M | -13.8% | +66.9% | -80.7% | -13.8% |
| YTD | +2.6% | +60.4% | -57.8% | +2.7% |
| 1Y | +24.5% | +44.0% | -19.5% | +24.5% |
| 3Y | +125.8% | +604.7% | -478.8% | +127.0% |
| 5Y | +137.8% | +347.0% | -209.2% | +138.5% |
| 10Y | +221.4% | +390.8% | -169.4% | +221.8% |
| All | +816.6% | +1,359.8% | -543.3% | +817.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling