+218.2%
GLD vs EOG
+115.2%
+103.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | +0.1% | -1.3% | +1.5% | +0.2% |
| 30D | +0.2% | +3.4% | -3.2% | +0.2% |
| 3M | +3.2% | +7.8% | -4.6% | +3.1% |
| 6M | -14.6% | +13.4% | -28.0% | -14.9% |
| YTD | +1.8% | +43.5% | -41.7% | +0.9% |
| 1Y | +20.7% | +29.7% | -8.9% | +19.9% |
| 3Y | +126.5% | +23.2% | +103.3% | +124.8% |
| 5Y | +140.0% | +176.4% | -36.4% | +138.2% |
| 10Y | +218.2% | +119.1% | +99.1% | +215.9% |
| All | +218.2% | +115.2% | +103.1% | +215.9% |
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