+118.6%
GLD vs ECL
+37.7%
+80.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +4.7% | -0.8% | +5.5% | +4.8% |
| 30D | -0.9% | +8.1% | -9.0% | -1.6% |
| 3M | -4.4% | +6.4% | -10.8% | -4.9% |
| 6M | -13.6% | +14.8% | -28.3% | -14.6% |
| YTD | -6.0% | +15.5% | -21.5% | -7.2% |
| 1Y | +1.8% | +20.1% | -18.4% | +0.3% |
| 3Y | +103.2% | +77.8% | +25.4% | +94.7% |
| All | +118.6% | +37.7% | +80.9% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 5y: compounded portfolio wealth divided by compounded ECL 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…
5y analysis · Full analysis span regression · 6 months rolling