+118.6%
GLD vs D
+12.5%
+106.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +4.7% | +3.0% | +1.7% | +4.4% |
| 30D | -0.9% | +11.5% | -12.4% | -2.1% |
| 3M | -4.4% | +3.7% | -8.1% | -4.8% |
| 6M | -13.6% | +13.5% | -27.1% | -15.0% |
| YTD | -6.0% | +20.7% | -26.7% | -8.3% |
| 1Y | +1.8% | +18.2% | -16.5% | -0.5% |
| 3Y | +103.2% | +73.3% | +29.9% | +89.0% |
| All | +118.6% | +12.5% | +106.1% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling