-3.9%
GLD vs DAR
+65.2%
-69.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.1% |
| 7D | -2.0% | +3.6% | -5.6% | -2.0% |
| 30D | -4.4% | -11.3% | +6.8% | -4.4% |
| 3M | -8.9% | -13.1% | +4.2% | -9.2% |
| 6M | -16.0% | -15.1% | -0.9% | -16.0% |
| YTD | -7.9% | +50.5% | -58.4% | -15.3% |
| 1Y | -3.9% | +57.9% | -61.8% | -12.0% |
| All | -3.9% | +65.2% | -69.1% | -12.0% |
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