+203.7%
GLD vs SE
+372.6%
-168.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.6% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -4.0% | -19.4% | +15.4% | -3.6% |
| 3M | -8.2% | -33.1% | +24.9% | -7.5% |
| 6M | -14.8% | -11.4% | -3.4% | -14.7% |
| YTD | -6.8% | -39.8% | +33.0% | -6.2% |
| 1Y | -2.4% | -50.5% | +48.1% | -1.5% |
| 3Y | +105.8% | +68.9% | +36.9% | +104.0% |
| 5Y | +113.3% | -77.1% | +190.4% | +115.6% |
| All | +203.7% | +372.6% | -168.9% | +204.3% |
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