+2.8%
GLD vs ELF
-3.2%
+6.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.6% |
| 7D | -0.3% | -1.5% | +1.3% | -0.2% |
| 30D | -1.9% | +9.5% | -11.4% | -2.2% |
| 3M | -0.4% | +29.4% | -29.8% | -1.4% |
| 6M | -10.2% | +83.7% | -93.9% | -11.8% |
| YTD | -6.0% | +49.4% | -55.4% | -7.9% |
| 1Y | +2.8% | -3.9% | +6.7% | +2.0% |
| All | +2.8% | -3.2% | +6.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling