+699.7%
GLD vs EME
+6,550.5%
-5,850.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -5.5% | +11.3% | -16.8% | -5.8% |
| 30D | -7.0% | -14.6% | +7.5% | -6.6% |
| 3M | -12.4% | -20.4% | +8.1% | -11.8% |
| 6M | -18.0% | -28.3% | +10.2% | -17.3% |
| YTD | -10.5% | +8.6% | -19.0% | -10.7% |
| 1Y | -8.1% | +3.2% | -11.3% | -8.2% |
| 3Y | +97.7% | +216.8% | -119.1% | +90.9% |
| 5Y | +103.4% | +417.5% | -314.0% | +93.5% |
| 10Y | +203.1% | +922.2% | -719.1% | +181.1% |
| All | +699.7% | +6,550.5% | -5,850.8% | +535.7% |
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