-2.4%
GLD vs ED
+25.7%
-28.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -2.6% |
| 7D | +2.8% | +2.1% | +0.7% | +3.0% |
| 30D | -4.0% | +12.4% | -16.4% | -2.7% |
| 3M | -8.2% | +13.1% | -21.4% | -7.1% |
| 6M | -14.8% | +14.1% | -28.9% | -14.0% |
| YTD | -6.8% | +23.1% | -29.9% | -4.6% |
| 1Y | -2.4% | +25.4% | -27.8% | 0.0% |
| All | -2.4% | +25.7% | -28.1% | 0.0% |
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