+96.9%
GLD vs EL
+3.0%
+94.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | -4.6% | +1.5% | -6.1% | -4.7% |
| 30D | -5.5% | +10.0% | -15.5% | -6.2% |
| 3M | -10.9% | +28.4% | -39.3% | -12.6% |
| 6M | -17.4% | +37.1% | -54.5% | -19.4% |
| YTD | -10.3% | +7.8% | -18.1% | -11.8% |
| 1Y | -7.2% | +26.0% | -33.2% | -9.3% |
| 3Y | +96.9% | +3.8% | +93.1% | +94.8% |
| All | +96.9% | +3.0% | +94.0% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling