+816.6%
GLD vs EW
+2,895.0%
-2,078.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | -1.1% | +2.8% | -3.9% | -1.2% |
| 6M | -13.8% | +5.5% | -19.3% | -13.9% |
| YTD | +2.6% | +5.5% | -2.8% | +2.5% |
| 1Y | +24.5% | +11.0% | +13.5% | +24.2% |
| 3Y | +125.8% | +17.7% | +108.1% | +124.7% |
| 5Y | +137.8% | -25.7% | +163.5% | +137.2% |
| 10Y | +221.4% | +132.8% | +88.6% | +218.4% |
| All | +816.6% | +2,895.0% | -2,078.4% | +808.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling