+0.3%
GLD vs SE
-49.0%
+49.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.1% | +1.5% |
| 7D | +4.9% | +3.3% | +1.7% | +4.5% |
| 30D | -1.3% | -18.2% | +16.8% | +1.0% |
| 3M | -4.8% | -31.3% | +26.5% | -0.7% |
| 6M | -12.5% | -10.1% | -2.4% | -12.5% |
| YTD | -4.2% | -38.9% | +34.7% | +0.7% |
| All | +0.3% | -49.0% | +49.3% | +5.9% |
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