+103.4%
GLD vs EL
-65.5%
+169.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.7% |
| 7D | -5.5% | +2.7% | -8.1% | -5.6% |
| 30D | -7.0% | +10.8% | -17.8% | -7.7% |
| 3M | -12.4% | +26.5% | -38.8% | -13.7% |
| 6M | -18.0% | +31.1% | -49.2% | -19.5% |
| YTD | -10.5% | +6.6% | -17.1% | -11.6% |
| 1Y | -8.1% | +21.8% | -29.9% | -9.8% |
| 3Y | +97.7% | +1.8% | +95.9% | +94.1% |
| 5Y | +103.4% | -65.6% | +169.0% | +105.4% |
| All | +103.4% | -65.5% | +169.0% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling