+208.4%
GLD vs EOG
+127.0%
+81.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.7% |
| 7D | +2.8% | -2.4% | +5.2% | +2.8% |
| 30D | -4.0% | +2.9% | -6.9% | -4.0% |
| 3M | -8.2% | +7.2% | -15.5% | -8.4% |
| 6M | -14.8% | +18.2% | -33.0% | -15.1% |
| YTD | -6.8% | +48.9% | -55.7% | -7.7% |
| 1Y | -2.4% | +46.7% | -49.1% | -3.3% |
| 3Y | +105.8% | +37.4% | +68.4% | +103.9% |
| 5Y | +113.3% | +103.9% | +9.4% | +111.2% |
| 10Y | +208.4% | +127.0% | +81.4% | +208.2% |
| All | +208.4% | +127.0% | +81.5% | +208.2% |
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