+208.4%
GLD vs ED
+136.7%
+71.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -2.7% |
| 7D | +2.8% | +2.1% | +0.7% | +2.6% |
| 30D | -4.0% | +12.4% | -16.4% | -4.9% |
| 3M | -8.2% | +13.1% | -21.4% | -9.2% |
| 6M | -14.8% | +14.1% | -28.9% | -15.9% |
| YTD | -6.8% | +23.1% | -29.9% | -8.6% |
| 1Y | -2.4% | +25.4% | -27.8% | -4.5% |
| 3Y | +105.8% | +47.9% | +57.9% | +98.0% |
| 5Y | +113.3% | +81.9% | +31.5% | +102.1% |
| 10Y | +208.4% | +141.3% | +67.2% | +171.1% |
| All | +208.4% | +136.7% | +71.7% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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