+0.3%
GLD vs EFX
-8.6%
+8.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +1.9% |
| 7D | +4.9% | -2.2% | +7.1% | +4.9% |
| 30D | -1.3% | +29.2% | -30.5% | -0.8% |
| 3M | -4.8% | +3.5% | -8.2% | -4.8% |
| 6M | -12.5% | +7.8% | -20.3% | -12.4% |
| YTD | -4.2% | -12.4% | +8.2% | -6.3% |
| All | +0.3% | -8.6% | +8.9% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling