-2.4%
GLD vs DAR
+57.1%
-59.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.7% |
| 7D | +2.8% | -3.8% | +6.6% | +2.8% |
| 30D | -4.0% | -14.4% | +10.5% | -3.9% |
| 3M | -8.2% | -17.9% | +9.7% | -8.4% |
| 6M | -14.8% | -18.3% | +3.4% | -14.9% |
| YTD | -6.8% | +43.2% | -50.1% | -14.0% |
| 1Y | -2.4% | +57.7% | -60.1% | -10.4% |
| All | -2.4% | +57.1% | -59.5% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling