+208.4%
GLD vs EW
+234.0%
-25.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | +2.8% | +9.3% | -6.5% | +2.5% |
| 30D | -4.0% | +22.1% | -26.0% | -4.6% |
| 3M | -8.2% | +13.0% | -21.3% | -8.6% |
| 6M | -14.8% | +30.1% | -44.9% | -15.6% |
| YTD | -6.8% | +22.0% | -28.8% | -7.5% |
| 1Y | -2.4% | +23.7% | -26.1% | -3.2% |
| 3Y | +105.8% | +62.0% | +43.8% | +101.8% |
| 5Y | +113.3% | -12.4% | +125.7% | +111.1% |
| 10Y | +208.4% | +236.1% | -27.6% | +201.8% |
| All | +208.4% | +234.0% | -25.6% | +201.8% |
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