+206.1%
GLD vs EQT
+62.0%
+144.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -4.6% | +6.9% | -11.5% | -4.7% |
| 30D | -5.5% | +0.4% | -5.9% | -5.5% |
| 3M | -10.9% | -2.0% | -8.9% | -10.9% |
| 6M | -17.4% | -5.0% | -12.4% | -17.4% |
| YTD | -10.3% | -0.3% | -10.0% | -10.4% |
| 1Y | -7.2% | -11.3% | +4.1% | -7.1% |
| 3Y | +96.9% | +38.3% | +58.6% | +96.0% |
| 5Y | +103.8% | +166.4% | -62.6% | +103.0% |
| All | +206.1% | +62.0% | +144.1% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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