+212.2%
GLD vs EW
+236.4%
-24.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.8% |
| 7D | +4.9% | +12.3% | -7.3% | +4.5% |
| 30D | -1.3% | +22.9% | -24.2% | -2.0% |
| 3M | -4.8% | +16.7% | -21.5% | -5.3% |
| 6M | -12.5% | +31.0% | -43.5% | -13.3% |
| YTD | -4.2% | +22.8% | -27.1% | -5.0% |
| 1Y | +3.0% | +25.6% | -22.5% | +2.2% |
| 3Y | +109.1% | +62.0% | +47.2% | +105.1% |
| 5Y | +121.6% | -12.8% | +134.3% | +119.3% |
| 10Y | +212.2% | +239.8% | -27.6% | +205.5% |
| All | +212.2% | +236.4% | -24.1% | +205.5% |
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