+747.2%
GLD vs EFV
+248.5%
+498.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +2.8% | +2.1% | +0.7% | +2.5% |
| 30D | -4.0% | +3.1% | -7.0% | -4.3% |
| 3M | -8.2% | -1.3% | -6.9% | -8.1% |
| 6M | -14.8% | +6.0% | -20.9% | -15.5% |
| YTD | -6.8% | +15.8% | -22.6% | -8.4% |
| 1Y | -2.4% | +21.1% | -23.5% | -4.6% |
| 3Y | +105.8% | +91.0% | +14.8% | +91.1% |
| 5Y | +113.3% | +94.3% | +19.0% | +97.1% |
| 10Y | +208.4% | +160.4% | +48.0% | +174.3% |
| All | +747.2% | +248.5% | +498.7% | +536.2% |
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