+746.1%
GLD vs EW
+3,258.8%
-2,512.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.8% |
| 7D | +1.9% | +6.8% | -4.9% | +1.8% |
| 30D | -1.8% | +16.6% | -18.4% | -2.1% |
| 3M | -3.6% | +13.3% | -17.0% | -3.9% |
| 6M | -10.2% | +21.6% | -31.8% | -10.6% |
| YTD | -5.3% | +18.3% | -23.5% | -5.6% |
| 1Y | +2.5% | +21.7% | -19.3% | +2.0% |
| 3Y | +103.2% | +50.3% | +52.9% | +101.4% |
| 5Y | +121.1% | -15.0% | +136.1% | +120.0% |
| 10Y | +201.9% | +237.5% | -35.6% | +198.1% |
| All | +746.1% | +3,258.8% | -2,512.7% | +736.3% |
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