-3.9%
GLD vs ED
+24.8%
-28.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -2.0% | -0.9% | -1.0% | -2.0% |
| 30D | -4.4% | +11.2% | -15.6% | -3.3% |
| 3M | -8.9% | +11.8% | -20.7% | -7.9% |
| 6M | -16.0% | +14.1% | -30.1% | -15.1% |
| YTD | -7.9% | +23.0% | -30.8% | -5.7% |
| 1Y | -3.9% | +23.7% | -27.5% | -1.8% |
| All | -3.9% | +24.8% | -28.7% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling