+212.2%
GLD vs EL
+63.1%
+149.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.8% |
| 7D | +4.9% | +8.0% | -3.1% | +4.6% |
| 30D | -1.3% | +15.4% | -16.7% | -2.0% |
| 3M | -4.8% | +28.5% | -33.3% | -5.9% |
| 6M | -12.5% | +32.2% | -44.7% | -13.7% |
| YTD | -4.2% | +9.2% | -13.4% | -5.2% |
| 1Y | +3.0% | +30.8% | -27.7% | +1.4% |
| 3Y | +109.1% | +3.7% | +105.4% | +106.0% |
| 5Y | +121.6% | -64.8% | +186.4% | +121.9% |
| 10Y | +212.2% | +60.0% | +152.2% | +205.4% |
| All | +212.2% | +63.1% | +149.2% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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