+722.8%
GLD vs ECL
+1,042.7%
-319.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.0% | -2.3% | +0.3% | -1.9% |
| 30D | -4.4% | +8.3% | -12.7% | -4.7% |
| 3M | -8.9% | +8.4% | -17.4% | -9.2% |
| 6M | -16.0% | +23.3% | -39.3% | -16.6% |
| YTD | -7.9% | +18.2% | -26.1% | -8.4% |
| 1Y | -3.9% | +18.8% | -22.6% | -4.5% |
| 3Y | +103.4% | +78.5% | +24.9% | +99.8% |
| 5Y | +109.7% | +40.1% | +69.7% | +106.4% |
| 10Y | +211.8% | +196.5% | +15.4% | +201.4% |
| All | +722.8% | +1,042.7% | -319.9% | +635.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling