+192.3%
GLD vs SE
+363.8%
-171.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | -5.5% | -20.9% | +15.5% | -5.0% |
| 3M | -10.9% | -38.9% | +28.0% | -10.0% |
| 6M | -17.4% | -19.4% | +2.0% | -17.1% |
| YTD | -10.3% | -40.9% | +30.6% | -9.7% |
| 1Y | -7.2% | -46.2% | +39.0% | -6.4% |
| 3Y | +96.9% | +63.7% | +33.2% | +95.3% |
| 5Y | +103.8% | -77.9% | +181.7% | +106.1% |
| All | +192.3% | +363.8% | -171.5% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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