+218.2%
GLD vs EQIX
+240.6%
-22.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.1% | +2.3% | -2.2% | -0.1% |
| 30D | +0.2% | +0.4% | -0.2% | +0.2% |
| 3M | +3.2% | -1.1% | +4.3% | +3.3% |
| 6M | -14.6% | +11.5% | -26.1% | -15.4% |
| YTD | +1.8% | +38.2% | -36.4% | -0.9% |
| 1Y | +20.7% | +36.7% | -15.9% | +17.6% |
| 3Y | +126.5% | +44.1% | +82.4% | +118.6% |
| 5Y | +140.0% | +34.8% | +105.2% | +130.9% |
| 10Y | +218.2% | +248.8% | -30.6% | +186.0% |
| All | +218.2% | +240.6% | -22.4% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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