+206.1%
GLD vs EFX
+80.5%
+125.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.6% |
| 30D | -5.5% | +25.1% | -30.6% | -6.1% |
| 3M | -10.9% | +1.7% | -12.6% | -11.0% |
| 6M | -17.4% | +18.4% | -35.8% | -18.0% |
| YTD | -10.3% | -12.5% | +2.2% | -10.1% |
| 1Y | -7.2% | -8.1% | +0.9% | -7.2% |
| 3Y | +96.9% | +4.8% | +92.1% | +95.0% |
| 5Y | +103.8% | -30.1% | +133.9% | +103.1% |
| All | +206.1% | +80.5% | +125.6% | +192.7% |
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