+109.1%
GLD vs EOG
+35.1%
+74.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.9% |
| 7D | +4.9% | -6.0% | +10.9% | +4.8% |
| 30D | -1.3% | +0.9% | -2.2% | -1.4% |
| 3M | -4.8% | +10.9% | -15.7% | -4.8% |
| 6M | -12.5% | +15.8% | -28.3% | -12.9% |
| YTD | -4.2% | +45.8% | -50.1% | -7.1% |
| 1Y | +3.0% | +45.3% | -42.2% | -0.1% |
| 3Y | +109.1% | +36.2% | +73.0% | +101.5% |
| All | +109.1% | +35.1% | +74.0% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling