+746.1%
GLD vs D
+414.8%
+331.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.9% | +6.9% | -5.1% | +1.3% |
| 30D | -1.8% | +12.3% | -14.1% | -2.8% |
| 3M | -3.6% | +3.0% | -6.7% | -3.9% |
| 6M | -10.2% | +12.8% | -23.0% | -11.3% |
| YTD | -5.3% | +22.6% | -27.8% | -7.1% |
| 1Y | +2.5% | +21.7% | -19.2% | +0.5% |
| 3Y | +103.2% | +83.9% | +19.3% | +91.4% |
| 5Y | +121.1% | +14.0% | +107.1% | +116.3% |
| 10Y | +201.9% | +45.6% | +156.3% | +186.0% |
| All | +746.1% | +414.8% | +331.3% | +600.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling