+213.3%
GLD vs ELF
+334.6%
-121.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.7% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +0.3% | +5.9% | -5.6% | +0.3% |
| 3M | +0.6% | +99.5% | -98.9% | +0.4% |
| 6M | -15.6% | +26.5% | -42.1% | -15.7% |
| YTD | +0.9% | +37.2% | -36.3% | +0.7% |
| 1Y | +19.4% | -24.4% | +43.8% | +19.1% |
| 3Y | +124.5% | -23.3% | +147.8% | +124.0% |
| 5Y | +138.9% | +245.2% | -106.2% | +137.0% |
| All | +213.3% | +334.6% | -121.3% | +205.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling