+208.4%
GLD vs DAR
+269.9%
-61.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.6% |
| 7D | +2.8% | -3.8% | +6.6% | +2.9% |
| 30D | -4.0% | -14.4% | +10.5% | -3.5% |
| 3M | -8.2% | -17.9% | +9.7% | -7.7% |
| 6M | -14.8% | -18.3% | +3.4% | -14.4% |
| YTD | -6.8% | +43.2% | -50.1% | -8.3% |
| 1Y | -2.4% | +57.7% | -60.1% | -4.2% |
| 3Y | +105.8% | +22.7% | +83.0% | +102.3% |
| 5Y | +113.3% | -34.0% | +147.3% | +113.2% |
| 10Y | +208.4% | +279.5% | -71.0% | +194.2% |
| All | +208.4% | +269.9% | -61.5% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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