+816.6%
GLD vs ED
+497.5%
+319.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | -1.1% | +3.9% | -5.0% | -1.5% |
| 6M | -13.8% | -3.0% | -10.7% | -13.6% |
| YTD | +2.6% | +10.7% | -8.0% | +1.7% |
| 1Y | +24.5% | +13.3% | +11.2% | +23.0% |
| 3Y | +125.8% | +34.5% | +91.4% | +119.6% |
| 5Y | +137.8% | +67.1% | +70.6% | +127.4% |
| 10Y | +221.4% | +103.0% | +118.3% | +200.4% |
| All | +816.6% | +497.5% | +319.0% | +723.2% |
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