+205.6%
GLD vs ES
+96.6%
+109.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.9% |
| 7D | -5.5% | -1.1% | -4.4% | -5.4% |
| 30D | -7.0% | +8.2% | -15.2% | -7.8% |
| 3M | -12.4% | +0.6% | -13.0% | -12.5% |
| 6M | -18.0% | +6.0% | -24.0% | -18.7% |
| YTD | -10.5% | +9.3% | -19.8% | -11.4% |
| 1Y | -8.1% | +1.1% | -9.2% | -8.5% |
| 3Y | +97.7% | +51.9% | +45.8% | +87.4% |
| 5Y | +103.4% | +6.5% | +97.0% | +99.7% |
| All | +205.6% | +96.6% | +109.0% | +168.4% |
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