+128.4%
GLD vs EQIX
+42.4%
+86.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +4.4% | -1.4% | +5.8% | +4.6% |
| 3M | -1.1% | -4.4% | +3.3% | -0.7% |
| 6M | -13.8% | +7.9% | -21.7% | -14.3% |
| YTD | +2.6% | +37.3% | -34.6% | -0.3% |
| 1Y | +24.5% | +37.8% | -13.3% | +20.9% |
| All | +128.4% | +42.4% | +86.0% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling