+206.1%
GLD vs EOG
+141.0%
+65.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.1% |
| 7D | -4.6% | +7.6% | -12.2% | -4.7% |
| 30D | -5.5% | +3.4% | -8.8% | -5.5% |
| 3M | -10.9% | +12.7% | -23.6% | -11.1% |
| 6M | -17.4% | +19.0% | -36.4% | -17.7% |
| YTD | -10.3% | +55.6% | -65.9% | -11.2% |
| 1Y | -7.2% | +49.5% | -56.7% | -8.0% |
| 3Y | +96.9% | +43.2% | +53.8% | +95.0% |
| 5Y | +103.8% | +111.8% | -8.1% | +101.7% |
| All | +206.1% | +141.0% | +65.2% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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