+218.2%
GLD vs EME
+1,266.0%
-1,047.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | +0.1% | +2.7% | -2.6% | +0.1% |
| 30D | +0.2% | -6.8% | +7.0% | +0.4% |
| 3M | +3.2% | -8.8% | +12.0% | +3.4% |
| 6M | -14.6% | +5.0% | -19.6% | -14.7% |
| YTD | +1.8% | +23.5% | -21.7% | +1.5% |
| 1Y | +20.7% | +21.3% | -0.6% | +20.4% |
| 3Y | +126.5% | +241.1% | -114.6% | +124.6% |
| 5Y | +140.0% | +549.2% | -409.1% | +137.8% |
| 10Y | +218.2% | +1,306.4% | -1,088.2% | +217.8% |
| All | +218.2% | +1,266.0% | -1,047.7% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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