+205.0%
GLD vs ES
+85.7%
+119.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.5% |
| 7D | +4.7% | +1.9% | +2.8% | +4.5% |
| 30D | -0.9% | +7.1% | -7.9% | -1.6% |
| 3M | -4.4% | -1.9% | -2.5% | -4.3% |
| 6M | -13.6% | +4.4% | -17.9% | -14.1% |
| YTD | -6.0% | +7.3% | -13.3% | -6.9% |
| 1Y | +1.8% | +2.1% | -0.4% | +1.2% |
| 3Y | +103.2% | +41.8% | +61.3% | +94.0% |
| 5Y | +119.3% | +1.4% | +117.9% | +116.3% |
| All | +205.0% | +85.7% | +119.3% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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