+229.4%
GLD vs EQX
+238.5%
-9.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | +0.7% | +3.8% | -3.0% | 0.0% |
| 30D | +0.3% | +9.4% | -9.1% | -1.5% |
| 3M | +0.6% | +16.8% | -16.2% | -2.7% |
| 6M | -15.6% | -23.7% | +8.1% | -12.2% |
| YTD | +0.9% | -9.6% | +10.5% | +1.5% |
| 1Y | +19.4% | +29.1% | -9.7% | +12.8% |
| 3Y | +124.5% | +175.3% | -50.9% | +81.3% |
| 5Y | +138.9% | +77.3% | +61.7% | +97.0% |
| All | +229.4% | +238.5% | -9.0% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling