+103.2%
GLD vs SE
+64.9%
+38.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | +2.0% | +2.7% | +4.6% |
| 30D | -0.9% | -20.0% | +19.1% | +0.4% |
| 3M | -4.4% | -31.8% | +27.4% | -2.4% |
| 6M | -13.6% | -15.9% | +2.3% | -12.9% |
| YTD | -6.0% | -40.6% | +34.6% | -4.4% |
| 1Y | +1.8% | -50.7% | +52.4% | +3.8% |
| 3Y | +103.2% | +70.3% | +32.9% | +99.1% |
| All | +103.2% | +64.9% | +38.3% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling