+746.1%
GLD vs DAR
+1,248.4%
-502.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.9% |
| 7D | +1.9% | -8.1% | +9.9% | +2.1% |
| 30D | -1.8% | -17.1% | +15.3% | -1.2% |
| 3M | -3.6% | -12.3% | +8.7% | -3.3% |
| 6M | -10.2% | -21.8% | +11.6% | -9.6% |
| YTD | -5.3% | +40.8% | -46.1% | -6.6% |
| 1Y | +2.5% | +57.4% | -54.9% | +0.6% |
| 3Y | +103.2% | +12.1% | +91.1% | +100.7% |
| 5Y | +121.1% | -40.2% | +161.3% | +121.9% |
| 10Y | +201.9% | +280.1% | -78.2% | +181.7% |
| All | +746.1% | +1,248.4% | -502.3% | +690.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling