+208.4%
GLD vs EMR
+294.2%
-85.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | +2.8% | +0.7% | +2.1% | +2.8% |
| 30D | -4.0% | +3.5% | -7.5% | -4.1% |
| 3M | -8.2% | +5.9% | -14.2% | -8.5% |
| 6M | -14.8% | +19.4% | -34.3% | -15.4% |
| YTD | -6.8% | +27.7% | -34.5% | -7.4% |
| 1Y | -2.4% | +30.9% | -33.3% | -3.0% |
| 3Y | +105.8% | +104.2% | +1.6% | +104.3% |
| 5Y | +113.3% | +89.6% | +23.7% | +111.5% |
| 10Y | +208.4% | +280.0% | -71.6% | +219.6% |
| All | +208.4% | +294.2% | -85.8% | +219.6% |
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