+739.4%
GLD vs EL
+550.0%
+189.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | +4.7% | +0.8% | +3.9% | +4.7% |
| 30D | -0.9% | +16.5% | -17.4% | -1.4% |
| 3M | -4.4% | +29.2% | -33.6% | -5.3% |
| 6M | -13.6% | +27.9% | -41.5% | -14.4% |
| YTD | -6.0% | +6.2% | -12.2% | -6.6% |
| 1Y | +1.8% | +27.2% | -25.4% | +0.7% |
| 3Y | +103.2% | +3.2% | +100.0% | +101.1% |
| 5Y | +119.3% | -66.0% | +185.3% | +120.6% |
| 10Y | +199.5% | +58.3% | +141.1% | +193.9% |
| All | +739.4% | +550.0% | +189.4% | +682.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling