+215.4%
GLD vs EFX
+41.4%
+173.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.6% |
| 7D | +0.7% | -7.8% | +8.6% | +1.0% |
| 30D | +0.3% | -5.7% | +6.0% | +0.5% |
| 3M | +0.6% | +2.5% | -1.9% | +0.5% |
| 6M | -15.6% | -16.7% | +1.1% | -15.2% |
| YTD | +0.9% | -20.2% | +21.0% | +1.4% |
| 1Y | +19.4% | -31.4% | +50.8% | +20.7% |
| 3Y | +124.5% | -10.5% | +135.0% | +123.6% |
| 5Y | +138.9% | -35.2% | +174.1% | +138.9% |
| All | +215.4% | +41.4% | +173.9% | +204.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling