+739.4%
GLD vs EIX
+311.1%
+428.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | +4.7% | +1.0% | +3.7% | +4.6% |
| 30D | -0.9% | +9.1% | -10.0% | -1.4% |
| 3M | -4.4% | -10.2% | +5.8% | -4.0% |
| 6M | -13.6% | -11.2% | -2.3% | -13.2% |
| YTD | -6.0% | +4.5% | -10.5% | -6.7% |
| 1Y | +1.8% | +10.9% | -9.1% | +0.6% |
| 3Y | +103.2% | +8.4% | +94.8% | +100.1% |
| 5Y | +119.3% | +18.0% | +101.4% | +114.2% |
| 10Y | +199.5% | +30.3% | +169.2% | +186.4% |
| All | +739.4% | +311.1% | +428.3% | +614.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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