+122.2%
GLD vs EQX
+164.6%
-42.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.3% | -0.5% |
| 7D | -3.4% | -7.0% | +3.6% | -1.6% |
| 30D | -1.1% | +4.8% | -6.0% | -2.4% |
| 3M | +5.8% | +25.6% | -19.8% | -0.4% |
| 6M | -17.1% | -25.8% | +8.8% | -12.5% |
| YTD | 0.0% | -12.7% | +12.8% | +1.6% |
| 1Y | +18.2% | +14.1% | +4.2% | +14.0% |
| All | +122.2% | +164.6% | -42.4% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling