+138.9%
GLD vs EFV
+96.3%
+42.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +0.7% | +1.0% | -0.2% | +0.4% |
| 30D | +0.3% | +0.2% | +0.1% | +0.3% |
| 3M | +0.6% | +9.6% | -9.0% | -2.6% |
| 6M | -15.6% | +14.0% | -29.6% | -19.2% |
| YTD | +0.9% | +18.5% | -17.6% | -4.4% |
| 1Y | +19.4% | +27.9% | -8.5% | +10.9% |
| 3Y | +124.5% | +92.4% | +32.0% | +88.7% |
| 5Y | +138.9% | +97.2% | +41.8% | +92.3% |
| All | +138.9% | +96.3% | +42.6% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling