+2.8%
GLD vs GEV
+46.2%
-43.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.3% | +13.0% | +4.6% |
| 7D | -0.3% | -5.1% | +4.9% | +0.1% |
| 30D | -1.9% | -15.8% | +14.0% | -0.4% |
| 3M | -0.4% | -18.2% | +17.7% | +1.2% |
| 6M | -10.2% | -22.4% | +12.2% | -8.9% |
| YTD | -6.0% | +27.7% | -33.7% | -6.5% |
| 1Y | +2.8% | +52.4% | -49.6% | +1.7% |
| All | +2.8% | +46.2% | -43.4% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 1y: compounded portfolio wealth divided by compounded GEV 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…
1y analysis · Full analysis span regression · 6 months rolling