+215.4%
GLD vs EME
+914.8%
-699.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.6% |
| 7D | +2.8% | -8.8% | +11.6% | +3.0% |
| 30D | -4.0% | -18.2% | +14.2% | -3.4% |
| 3M | -8.2% | -20.2% | +12.0% | -7.7% |
| 6M | -14.8% | -29.9% | +15.1% | -14.2% |
| YTD | -6.8% | +5.7% | -12.5% | -6.7% |
| 1Y | -2.4% | -1.5% | -0.9% | -2.2% |
| 3Y | +105.8% | +208.4% | -102.7% | +104.6% |
| 5Y | +113.3% | +401.9% | -288.6% | +111.8% |
| All | +215.4% | +914.8% | -699.4% | +219.5% |
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