+121.6%
GLD vs EME
+407.9%
-286.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.3% | -5.4% | +1.5% |
| 7D | +4.9% | -4.4% | +9.3% | +5.1% |
| 30D | -1.3% | -17.3% | +15.9% | -0.3% |
| 3M | -4.8% | -20.0% | +15.3% | -3.6% |
| 6M | -12.5% | -29.1% | +16.6% | -11.1% |
| YTD | -4.2% | +6.9% | -11.2% | -4.1% |
| 1Y | +3.0% | +0.8% | +2.3% | +3.3% |
| 3Y | +109.1% | +214.4% | -105.3% | +102.9% |
| 5Y | +121.6% | +404.2% | -282.6% | +108.8% |
| All | +121.6% | +407.9% | -286.3% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling