+754.4%
GLD vs EFV
+240.5%
+513.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +4.7% | -0.7% | +5.4% | +4.8% |
| 30D | -0.9% | +0.9% | -1.8% | -1.0% |
| 3M | -4.4% | -3.6% | -0.8% | -3.9% |
| 6M | -13.6% | +2.5% | -16.1% | -13.8% |
| YTD | -6.0% | +13.2% | -19.2% | -7.3% |
| 1Y | +1.8% | +20.3% | -18.6% | -0.4% |
| 3Y | +103.2% | +84.9% | +18.3% | +89.5% |
| 5Y | +119.3% | +87.7% | +31.6% | +103.5% |
| 10Y | +199.5% | +160.7% | +38.7% | +166.5% |
| All | +754.4% | +240.5% | +513.9% | +543.7% |
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