+214.5%
GLD vs ESI
+224.6%
-10.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -0.9% |
| 7D | -0.5% | +3.3% | -3.8% | -0.5% |
| 30D | +4.4% | -5.9% | +10.3% | +4.4% |
| 3M | -1.1% | -14.1% | +13.0% | -1.0% |
| 6M | -13.8% | +6.6% | -20.4% | -13.7% |
| YTD | +2.6% | +45.0% | -42.4% | +2.8% |
| 1Y | +24.5% | +41.5% | -16.9% | +24.7% |
| 3Y | +125.8% | +78.8% | +47.1% | +126.9% |
| 5Y | +137.8% | +70.9% | +66.9% | +138.8% |
| 10Y | +221.4% | +317.1% | -95.7% | +229.4% |
| All | +214.5% | +224.6% | -10.1% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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