+833.0%
GLD vs EFV
+258.8%
+574.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | +1.5% | -2.0% | -0.7% |
| 30D | +4.4% | +1.7% | +2.7% | +4.2% |
| 3M | -1.1% | +8.6% | -9.7% | -2.1% |
| 6M | -13.8% | +11.7% | -25.5% | -15.0% |
| YTD | +2.6% | +19.3% | -16.6% | +0.5% |
| 1Y | +24.5% | +30.2% | -5.7% | +20.7% |
| 3Y | +125.8% | +91.6% | +34.3% | +109.5% |
| 5Y | +137.8% | +96.4% | +41.4% | +119.2% |
| 10Y | +221.4% | +166.5% | +54.9% | +184.8% |
| All | +833.0% | +258.8% | +574.1% | +598.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling