+100.3%
GLD vs GEV
+722.5%
-622.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -0.5% | +3.3% | -3.8% | -0.7% |
| 30D | +4.4% | -7.5% | +11.9% | +4.8% |
| 3M | -1.1% | -2.2% | +1.1% | -1.2% |
| 6M | -13.8% | +12.1% | -25.9% | -14.3% |
| YTD | +2.6% | +44.4% | -41.8% | +1.3% |
| 1Y | +24.5% | +57.7% | -33.1% | +22.3% |
| All | +100.3% | +722.5% | -622.3% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling