+0.3%
GLD vs EMR
+32.0%
-31.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +0.3% |
| 7D | +4.9% | +2.1% | +2.8% | +4.0% |
| 30D | -1.3% | +4.8% | -6.1% | -3.1% |
| 3M | -4.8% | +7.5% | -12.2% | -7.5% |
| 6M | -12.5% | +20.9% | -33.4% | -18.9% |
| YTD | -4.2% | +29.2% | -33.4% | -12.8% |
| All | +0.3% | +32.0% | -31.7% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling