+206.3%
GLD vs SE
+366.0%
-159.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | +2.0% | +2.7% | +4.7% |
| 30D | -0.9% | -20.0% | +19.1% | -0.5% |
| 3M | -4.4% | -31.8% | +27.4% | -3.7% |
| 6M | -13.6% | -15.9% | +2.3% | -13.3% |
| YTD | -6.0% | -40.6% | +34.6% | -5.3% |
| 1Y | +1.8% | -50.7% | +52.4% | +2.7% |
| 3Y | +103.2% | +70.3% | +32.9% | +101.4% |
| 5Y | +119.3% | -78.8% | +198.2% | +122.0% |
| All | +206.3% | +366.0% | -159.7% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling