+205.6%
GLD vs DAR
+307.1%
-101.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -2.9% |
| 7D | -5.5% | +9.2% | -14.7% | -5.7% |
| 30D | -7.0% | -12.3% | +5.2% | -6.7% |
| 3M | -12.4% | -12.7% | +0.4% | -12.1% |
| 6M | -18.0% | -12.8% | -5.3% | -17.8% |
| YTD | -10.5% | +53.8% | -64.2% | -12.0% |
| 1Y | -8.1% | +60.3% | -68.3% | -9.8% |
| 3Y | +97.7% | +31.7% | +66.0% | +94.0% |
| 5Y | +103.4% | -27.7% | +131.2% | +102.8% |
| All | +205.6% | +307.1% | -101.4% | +191.8% |
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