+124.5%
GLD vs EFV
+92.7%
+31.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +0.7% | +1.0% | -0.2% | +0.2% |
| 30D | +0.3% | +0.2% | +0.1% | +0.2% |
| 3M | +0.6% | +9.6% | -9.0% | -4.1% |
| 6M | -15.6% | +14.0% | -29.6% | -20.9% |
| YTD | +0.9% | +18.5% | -17.6% | -6.7% |
| 1Y | +19.4% | +27.9% | -8.5% | +7.4% |
| 3Y | +124.5% | +92.4% | +32.0% | +77.6% |
| All | +124.5% | +92.7% | +31.8% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling