+96.8%
GLD vs GEV
+748.2%
-651.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.9% | -1.9% |
| 7D | +0.7% | +8.1% | -7.4% | +0.3% |
| 30D | +0.3% | -1.9% | +2.2% | +0.4% |
| 3M | +0.6% | +4.1% | -3.4% | +0.2% |
| 6M | -15.6% | +23.2% | -38.8% | -16.4% |
| YTD | +0.9% | +48.9% | -48.0% | -0.7% |
| 1Y | +19.4% | +62.2% | -42.8% | +17.1% |
| All | +96.8% | +748.2% | -651.4% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling