+213.3%
GLD vs EL
+31.4%
+181.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.6% |
| 7D | +0.7% | +1.7% | -0.9% | +0.7% |
| 30D | +0.3% | +15.5% | -15.2% | -0.4% |
| 3M | +0.6% | +20.6% | -19.9% | -0.3% |
| 6M | -15.6% | +10.5% | -26.1% | -16.2% |
| YTD | +0.9% | -1.9% | +2.7% | +0.4% |
| 1Y | +19.4% | +16.1% | +3.3% | +18.2% |
| 3Y | +124.5% | -30.2% | +154.7% | +123.8% |
| 5Y | +138.9% | -67.4% | +206.3% | +140.4% |
| 10Y | +213.3% | +31.2% | +182.0% | +214.2% |
| All | +213.3% | +31.4% | +181.9% | +214.2% |
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