+211.8%
GLD vs D
+47.5%
+164.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -2.0% | -2.4% | +0.5% | -1.7% |
| 30D | -4.4% | +9.0% | -13.4% | -5.2% |
| 3M | -8.9% | +1.0% | -9.9% | -9.0% |
| 6M | -16.0% | +11.0% | -27.0% | -16.9% |
| YTD | -7.9% | +19.8% | -27.6% | -9.5% |
| 1Y | -3.9% | +16.0% | -19.8% | -5.4% |
| 3Y | +103.4% | +74.4% | +29.1% | +92.5% |
| 5Y | +109.7% | +13.5% | +96.2% | +105.3% |
| 10Y | +211.8% | +48.4% | +163.5% | +188.5% |
| All | +211.8% | +47.5% | +164.4% | +188.5% |
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