+20.7%
GLD vs EOG
+28.5%
-7.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.1% |
| 7D | +0.1% | -1.3% | +1.5% | 0.0% |
| 30D | +0.2% | +3.4% | -3.2% | +0.7% |
| 3M | +3.2% | +7.8% | -4.6% | +4.3% |
| 6M | -14.6% | +13.4% | -28.0% | -14.8% |
| YTD | +1.8% | +43.5% | -41.7% | -2.3% |
| 1Y | +20.7% | +29.7% | -8.9% | +14.0% |
| All | +20.7% | +28.5% | -7.8% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling