+104.1%
GLD vs DD
+67.2%
+36.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -4.6% | +5.0% | -9.5% | -5.1% |
| 30D | -5.5% | +19.7% | -25.2% | -7.6% |
| 3M | -10.9% | +7.2% | -18.1% | -11.8% |
| 6M | -17.4% | +1.0% | -18.5% | -17.8% |
| YTD | -10.3% | +29.1% | -39.4% | -12.5% |
| 1Y | -7.2% | +28.5% | -35.6% | -9.5% |
| 3Y | +96.9% | +89.4% | +7.5% | +86.2% |
| All | +104.1% | +67.2% | +36.8% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling