+142.5%
GLD vs DAR
-11.0%
+153.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +4.4% | +12.8% | -8.4% | +3.9% |
| 3M | -1.1% | +7.4% | -8.5% | -1.4% |
| 6M | -13.8% | +22.3% | -36.0% | -14.6% |
| YTD | +2.6% | +81.1% | -78.4% | +0.1% |
| 1Y | +24.5% | +106.5% | -82.0% | +20.8% |
| 3Y | +125.8% | +5.3% | +120.5% | +123.1% |
| All | +142.5% | -11.0% | +153.5% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling