-8.1%
GLD vs SE
-48.7%
+40.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | -5.5% | -1.5% | -4.0% | -5.3% |
| 30D | -7.0% | -22.3% | +15.3% | -4.1% |
| 3M | -12.4% | -41.8% | +29.5% | -6.2% |
| 6M | -18.0% | -22.4% | +4.4% | -16.2% |
| YTD | -10.5% | -41.6% | +31.1% | -4.9% |
| 1Y | -8.1% | -48.0% | +40.0% | -1.9% |
| All | -8.1% | -48.7% | +40.7% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling