+138.9%
GLD vs DE
+95.7%
+43.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | +0.7% | +0.7% | +0.1% | +0.7% |
| 30D | +0.3% | +9.6% | -9.3% | -0.2% |
| 3M | +0.6% | +19.0% | -18.4% | -0.4% |
| 6M | -15.6% | +16.1% | -31.6% | -16.4% |
| YTD | +0.9% | +47.0% | -46.2% | -1.1% |
| 1Y | +19.4% | +43.1% | -23.8% | +17.1% |
| 3Y | +124.5% | +77.5% | +47.0% | +116.5% |
| 5Y | +138.9% | +96.4% | +42.6% | +125.3% |
| All | +138.9% | +95.7% | +43.2% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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