+218.2%
GLD vs EFX
+38.5%
+179.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.0% |
| 7D | +0.1% | -9.4% | +9.5% | +0.4% |
| 30D | +0.2% | -6.9% | +7.1% | +0.4% |
| 3M | +3.2% | +0.1% | +3.1% | +3.1% |
| 6M | -14.6% | -17.3% | +2.7% | -14.3% |
| YTD | +1.8% | -21.8% | +23.6% | +2.4% |
| 1Y | +20.7% | -32.5% | +53.3% | +22.1% |
| 3Y | +126.5% | -12.3% | +138.8% | +125.7% |
| 5Y | +140.0% | -36.6% | +176.7% | +140.1% |
| 10Y | +218.2% | +41.0% | +177.2% | +207.1% |
| All | +218.2% | +38.5% | +179.7% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EFX 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling