+98.6%
GLD vs GEV
+730.5%
-631.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.0% |
| 7D | +0.1% | +3.2% | -3.0% | 0.0% |
| 30D | +0.2% | -4.0% | +4.2% | +0.4% |
| 3M | +3.2% | +3.4% | -0.2% | +2.8% |
| 6M | -14.6% | +14.7% | -29.3% | -15.3% |
| YTD | +1.8% | +45.8% | -44.0% | +0.3% |
| 1Y | +20.7% | +57.4% | -36.6% | +18.6% |
| All | +98.6% | +730.5% | -631.9% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling