+103.4%
GLD vs SE
-78.1%
+181.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.8% |
| 7D | -5.5% | -1.5% | -4.0% | -5.5% |
| 30D | -7.0% | -22.3% | +15.3% | -6.5% |
| 3M | -12.4% | -41.8% | +29.5% | -11.3% |
| 6M | -18.0% | -22.4% | +4.4% | -17.6% |
| YTD | -10.5% | -41.6% | +31.1% | -9.8% |
| 1Y | -8.1% | -48.0% | +40.0% | -7.3% |
| 3Y | +97.7% | +63.9% | +33.8% | +97.3% |
| 5Y | +103.4% | -78.2% | +181.6% | +99.5% |
| All | +103.4% | -78.1% | +181.5% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling