+208.4%
GLD vs DD
+100.9%
+107.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.7% |
| 7D | +2.8% | +2.2% | +0.6% | +2.7% |
| 30D | -4.0% | +20.7% | -24.6% | -5.0% |
| 3M | -8.2% | +11.3% | -19.6% | -8.8% |
| 6M | -14.8% | +6.0% | -20.8% | -15.2% |
| YTD | -6.8% | +31.7% | -38.5% | -7.9% |
| 1Y | -2.4% | +32.2% | -34.6% | -3.6% |
| 3Y | +105.8% | +92.7% | +13.1% | +100.8% |
| 5Y | +113.3% | +72.1% | +41.2% | +107.4% |
| 10Y | +208.4% | +99.7% | +108.8% | +200.8% |
| All | +208.4% | +100.9% | +107.5% | +200.8% |
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