+124.5%
GLD vs EME
+249.1%
-124.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.3% | -1.9% |
| 7D | +0.7% | +5.2% | -4.4% | +0.4% |
| 30D | +0.3% | -5.4% | +5.7% | +0.7% |
| 3M | +0.6% | -6.1% | +6.7% | +0.8% |
| 6M | -15.6% | +9.7% | -25.2% | -16.0% |
| YTD | +0.9% | +26.6% | -25.7% | +0.1% |
| 1Y | +19.4% | +24.6% | -5.2% | +18.2% |
| 3Y | +124.5% | +249.6% | -125.1% | +120.0% |
| All | +124.5% | +249.1% | -124.7% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling