+103.4%
GLD vs EW
-7.9%
+111.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.5% | +4.9% | -10.4% | -5.7% |
| 30D | -7.0% | +24.1% | -31.1% | -8.1% |
| 3M | -12.4% | +13.7% | -26.1% | -13.0% |
| 6M | -18.0% | +32.7% | -50.7% | -19.3% |
| YTD | -10.5% | +24.1% | -34.6% | -11.6% |
| 1Y | -8.1% | +23.6% | -31.7% | -9.2% |
| 3Y | +97.7% | +64.8% | +32.9% | +90.7% |
| 5Y | +103.4% | -8.8% | +112.2% | +100.2% |
| All | +103.4% | -7.9% | +111.3% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling