+213.3%
GLD vs EMR
+268.7%
-55.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +0.7% | +3.1% | -2.3% | +0.6% |
| 30D | +0.3% | -3.5% | +3.8% | +0.4% |
| 3M | +0.6% | +9.8% | -9.2% | +0.3% |
| 6M | -15.6% | +10.8% | -26.4% | -15.9% |
| YTD | +0.9% | +15.9% | -15.1% | +0.6% |
| 1Y | +19.4% | +16.4% | +3.0% | +19.1% |
| 3Y | +124.5% | +62.1% | +62.4% | +123.7% |
| 5Y | +138.9% | +62.9% | +76.0% | +137.6% |
| 10Y | +213.3% | +267.8% | -54.5% | +226.4% |
| All | +213.3% | +268.7% | -55.4% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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