+142.5%
GLD vs EW
-25.6%
+168.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +4.4% | +1.0% | +3.4% | +4.3% |
| 3M | -1.1% | +2.8% | -3.9% | -1.3% |
| 6M | -13.8% | +5.5% | -19.3% | -14.1% |
| YTD | +2.6% | +5.5% | -2.8% | +2.3% |
| 1Y | +24.5% | +11.0% | +13.5% | +23.8% |
| 3Y | +125.8% | +17.7% | +108.1% | +122.3% |
| All | +142.5% | -25.6% | +168.1% | +138.5% |
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 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