+86.9%
GLD vs GEV
+624.6%
-537.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.3% | +1.5% |
| 7D | +4.9% | -3.8% | +8.8% | +5.0% |
| 30D | -1.3% | -17.4% | +16.1% | -0.4% |
| 3M | -4.8% | -16.2% | +11.5% | -4.0% |
| 6M | -12.5% | -20.2% | +7.7% | -11.8% |
| YTD | -4.2% | +27.2% | -31.4% | -5.0% |
| 1Y | +3.0% | +44.6% | -41.5% | +1.7% |
| All | +86.9% | +624.6% | -537.8% | +74.3% |
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