+2.8%
GLD vs EQX
+7.1%
-4.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.8% | -9.1% | -0.8% |
| 7D | -0.3% | +7.6% | -7.9% | -3.0% |
| 30D | -1.9% | +0.4% | -2.3% | -2.4% |
| 3M | -0.4% | +18.0% | -18.4% | -7.0% |
| 6M | -10.2% | -18.4% | +8.2% | -5.7% |
| YTD | -6.0% | -19.3% | +13.3% | -1.6% |
| 1Y | +2.8% | +9.2% | -6.4% | +1.3% |
| All | +2.8% | +7.1% | -4.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1y: compounded portfolio wealth divided by compounded EQX 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…
1y analysis · Full analysis span regression · 6 months rolling