+699.7%
GLD vs ED
+564.7%
+134.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -5.5% | -1.7% | -3.8% | -5.4% |
| 30D | -7.0% | +10.7% | -17.7% | -7.8% |
| 3M | -12.4% | +11.6% | -24.0% | -13.1% |
| 6M | -18.0% | +13.5% | -31.5% | -18.9% |
| YTD | -10.5% | +23.1% | -33.6% | -12.1% |
| 1Y | -8.1% | +23.1% | -31.1% | -9.7% |
| 3Y | +97.7% | +47.9% | +49.8% | +90.8% |
| 5Y | +103.4% | +83.9% | +19.6% | +93.0% |
| 10Y | +203.1% | +142.1% | +61.0% | +179.6% |
| All | +699.7% | +564.7% | +134.9% | +612.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling