+211.8%
GLD vs EW
+242.2%
-30.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.2% |
| 7D | -2.0% | +6.5% | -8.4% | -2.2% |
| 30D | -4.4% | +22.5% | -26.9% | -5.1% |
| 3M | -8.9% | +13.0% | -21.9% | -9.3% |
| 6M | -16.0% | +37.1% | -53.1% | -16.9% |
| YTD | -7.9% | +24.1% | -32.0% | -8.6% |
| 1Y | -3.9% | +24.2% | -28.1% | -4.6% |
| 3Y | +103.4% | +64.8% | +38.6% | +99.5% |
| 5Y | +109.7% | -7.4% | +117.2% | +107.4% |
| 10Y | +211.8% | +248.8% | -36.9% | +206.9% |
| All | +211.8% | +242.2% | -30.3% | +206.9% |
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