+816.6%
GLD vs EFX
+703.0%
+113.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.5% | -0.7% |
| 7D | -0.5% | -8.6% | +8.1% | -0.4% |
| 30D | +4.4% | +0.1% | +4.3% | +4.4% |
| 3M | -1.1% | +3.8% | -4.9% | -1.2% |
| 6M | -13.8% | -13.5% | -0.3% | -13.6% |
| YTD | +2.6% | -17.7% | +20.3% | +2.9% |
| 1Y | +24.5% | -25.6% | +50.1% | +25.0% |
| 3Y | +125.8% | -12.1% | +137.9% | +125.6% |
| 5Y | +137.8% | -33.8% | +171.6% | +137.6% |
| 10Y | +221.4% | +45.1% | +176.2% | +218.1% |
| All | +816.6% | +703.0% | +113.6% | +780.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling