+816.6%
GLD vs DD
+181.7%
+634.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.5% | -3.5% | +3.0% | -0.4% |
| 30D | +4.4% | -10.3% | +14.7% | +4.8% |
| 3M | -1.1% | -7.5% | +6.4% | -0.8% |
| 6M | -13.8% | -8.0% | -5.8% | -13.5% |
| YTD | +2.6% | +10.5% | -7.8% | +2.4% |
| 1Y | +24.5% | +38.3% | -13.8% | +23.4% |
| 3Y | +125.8% | +42.5% | +83.4% | +123.2% |
| 5Y | +137.8% | +60.2% | +77.6% | +133.8% |
| 10Y | +221.4% | +68.9% | +152.5% | +213.2% |
| All | +816.6% | +181.7% | +634.8% | +787.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling