+121.6%
GLD vs EOG
+94.4%
+27.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +4.9% | -6.0% | +10.9% | +5.2% |
| 30D | -1.3% | +0.9% | -2.2% | -1.4% |
| 3M | -4.8% | +10.9% | -15.7% | -5.4% |
| 6M | -12.5% | +15.8% | -28.3% | -13.5% |
| YTD | -4.2% | +45.8% | -50.1% | -7.4% |
| 1Y | +3.0% | +45.3% | -42.2% | -0.4% |
| 3Y | +109.1% | +36.2% | +73.0% | +101.9% |
| 5Y | +121.6% | +94.0% | +27.6% | +108.5% |
| All | +121.6% | +94.4% | +27.1% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling