-8.1%
GLD vs EFX
-10.6%
+2.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -5.5% | -3.6% | -1.8% | -5.6% |
| 30D | -7.0% | +25.3% | -32.3% | -6.6% |
| 3M | -12.4% | +3.8% | -16.2% | -12.3% |
| 6M | -18.0% | +12.7% | -30.7% | -17.7% |
| YTD | -10.5% | -13.1% | +2.7% | -12.4% |
| 1Y | -8.1% | -9.3% | +1.3% | -9.9% |
| All | -8.1% | -10.6% | +2.5% | -9.9% |
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