+206.1%
GLD vs D
+48.0%
+158.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | -1.4% | -3.2% | -4.5% |
| 30D | -5.5% | +7.7% | -13.2% | -6.1% |
| 3M | -10.9% | -0.3% | -10.6% | -10.9% |
| 6M | -17.4% | +10.1% | -27.5% | -18.3% |
| YTD | -10.3% | +19.1% | -29.4% | -11.9% |
| 1Y | -7.2% | +15.9% | -23.1% | -8.6% |
| 3Y | +96.9% | +75.0% | +21.9% | +86.4% |
| 5Y | +103.8% | +13.4% | +90.4% | +99.5% |
| All | +206.1% | +48.0% | +158.1% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling