+739.4%
GLD vs EMR
+763.4%
-24.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | -1.6% | +6.3% | +4.8% |
| 30D | -0.9% | +2.0% | -2.9% | -1.0% |
| 3M | -4.4% | +3.8% | -8.2% | -4.6% |
| 6M | -13.6% | +10.5% | -24.1% | -14.0% |
| YTD | -6.0% | +23.7% | -29.7% | -6.8% |
| 1Y | +1.8% | +25.4% | -23.6% | +0.8% |
| 3Y | +103.2% | +86.6% | +16.6% | +98.4% |
| 5Y | +119.3% | +83.0% | +36.3% | +113.9% |
| 10Y | +199.5% | +319.5% | -120.0% | +181.3% |
| All | +739.4% | +763.4% | -24.0% | +638.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling