+212.2%
GLD vs ES
+82.6%
+129.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +4.9% | -0.1% | +5.0% | +5.0% |
| 30D | -1.3% | +5.7% | -7.0% | -1.9% |
| 3M | -4.8% | -2.8% | -2.0% | -4.5% |
| 6M | -12.5% | +7.0% | -19.5% | -13.3% |
| YTD | -4.2% | +6.8% | -11.0% | -5.1% |
| 1Y | +3.0% | -0.5% | +3.5% | +2.8% |
| 3Y | +109.1% | +47.2% | +61.9% | +98.8% |
| 5Y | +121.6% | +2.3% | +119.3% | +118.4% |
| 10Y | +212.2% | +85.6% | +126.6% | +174.2% |
| All | +212.2% | +82.6% | +129.6% | +174.2% |
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