+213.3%
GLD vs DD
+69.4%
+143.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | +0.3% | -7.4% | +7.7% | +0.7% |
| 3M | +0.6% | -6.4% | +7.1% | +1.0% |
| 6M | -15.6% | -2.5% | -13.1% | -15.4% |
| YTD | +0.9% | +10.2% | -9.4% | +0.7% |
| 1Y | +19.4% | +36.9% | -17.6% | +18.4% |
| 3Y | +124.5% | +47.0% | +77.4% | +121.6% |
| 5Y | +138.9% | +63.1% | +75.8% | +134.6% |
| 10Y | +213.3% | +68.2% | +145.1% | +206.8% |
| All | +213.3% | +69.4% | +143.9% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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