+104.1%
GLD vs EMR
+87.8%
+16.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -4.6% | +2.8% | -7.4% | -4.9% |
| 30D | -5.5% | +3.7% | -9.1% | -5.9% |
| 3M | -10.9% | +2.0% | -12.9% | -11.2% |
| 6M | -17.4% | +22.1% | -39.5% | -19.3% |
| YTD | -10.3% | +27.2% | -37.5% | -12.4% |
| 1Y | -7.2% | +32.0% | -39.2% | -9.4% |
| 3Y | +96.9% | +103.3% | -6.3% | +85.5% |
| All | +104.1% | +87.8% | +16.3% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling