+96.6%
GLD vs EMR
+103.3%
-6.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -5.5% | +2.7% | -8.1% | -5.8% |
| 30D | -7.0% | +2.1% | -9.1% | -7.3% |
| 3M | -12.4% | +2.3% | -14.6% | -12.7% |
| 6M | -18.0% | +22.5% | -40.5% | -20.3% |
| YTD | -10.5% | +27.2% | -37.6% | -12.7% |
| 1Y | -8.1% | +28.0% | -36.1% | -10.4% |
| All | +96.6% | +103.3% | -6.7% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling