+211.8%
GLD vs ES
+92.3%
+119.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -4.4% | +6.7% | -11.2% | -5.1% |
| 3M | -8.9% | +0.3% | -9.3% | -9.0% |
| 6M | -16.0% | +7.4% | -23.4% | -16.8% |
| YTD | -7.9% | +8.4% | -16.3% | -8.8% |
| 1Y | -3.9% | +0.6% | -4.5% | -4.2% |
| 3Y | +103.4% | +50.6% | +52.8% | +93.0% |
| 5Y | +109.7% | +4.8% | +104.9% | +106.2% |
| 10Y | +211.8% | +93.1% | +118.7% | +174.1% |
| All | +211.8% | +92.3% | +119.5% | +174.1% |
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