+816.6%
GLD vs EQIX
+3,438.3%
-2,621.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +4.4% | -1.4% | +5.8% | +4.5% |
| 3M | -1.1% | -4.4% | +3.3% | -0.9% |
| 6M | -13.8% | +7.9% | -21.7% | -14.1% |
| YTD | +2.6% | +37.3% | -34.6% | +1.2% |
| 1Y | +24.5% | +37.8% | -13.3% | +22.7% |
| 3Y | +125.8% | +42.0% | +83.9% | +121.7% |
| 5Y | +137.8% | +29.6% | +108.2% | +133.3% |
| 10Y | +221.4% | +238.3% | -16.9% | +204.3% |
| All | +816.6% | +3,438.3% | -2,621.7% | +664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling