+138.9%
GLD vs EOG
+169.6%
-30.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.7% |
| 7D | +0.7% | -2.0% | +2.8% | +0.8% |
| 30D | +0.3% | +7.9% | -7.6% | -0.1% |
| 3M | +0.6% | +4.5% | -3.9% | +0.3% |
| 6M | -15.6% | +12.3% | -27.9% | -16.5% |
| YTD | +0.9% | +41.9% | -41.0% | -2.1% |
| 1Y | +19.4% | +27.8% | -8.5% | +16.7% |
| 3Y | +124.5% | +21.8% | +102.7% | +118.9% |
| 5Y | +138.9% | +174.0% | -35.1% | +130.0% |
| All | +138.9% | +169.6% | -30.6% | +130.0% |
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 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