+755.2%
GLD vs EME
+6,451.3%
-5,696.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.3% | -5.4% | +1.6% |
| 7D | +4.9% | -4.4% | +9.3% | +5.0% |
| 30D | -1.3% | -17.3% | +15.9% | -0.7% |
| 3M | -4.8% | -20.0% | +15.3% | -4.1% |
| 6M | -12.5% | -29.1% | +16.6% | -11.7% |
| YTD | -4.2% | +6.9% | -11.2% | -4.5% |
| 1Y | +3.0% | +0.8% | +2.3% | +2.9% |
| 3Y | +109.1% | +214.4% | -105.3% | +102.0% |
| 5Y | +121.6% | +404.2% | -282.6% | +110.9% |
| 10Y | +212.2% | +941.9% | -729.7% | +189.4% |
| All | +755.2% | +6,451.3% | -5,696.1% | +580.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling