+205.6%
GLD vs EW
+249.9%
-44.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.5% | +4.9% | -10.4% | -5.6% |
| 30D | -7.0% | +24.1% | -31.1% | -7.7% |
| 3M | -12.4% | +13.7% | -26.1% | -12.8% |
| 6M | -18.0% | +32.7% | -50.7% | -18.8% |
| YTD | -10.5% | +24.1% | -34.6% | -11.2% |
| 1Y | -8.1% | +23.6% | -31.7% | -8.8% |
| 3Y | +97.7% | +64.8% | +32.9% | +93.9% |
| 5Y | +103.4% | -8.8% | +112.2% | +101.2% |
| All | +205.6% | +249.9% | -44.2% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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