+699.7%
GLD vs DE
+2,882.3%
-2,182.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.7% |
| 7D | -5.5% | +2.3% | -7.8% | -5.6% |
| 30D | -7.0% | +4.4% | -11.4% | -7.3% |
| 3M | -12.4% | +9.8% | -22.1% | -12.9% |
| 6M | -18.0% | +15.8% | -33.8% | -18.9% |
| YTD | -10.5% | +47.0% | -57.4% | -12.7% |
| 1Y | -8.1% | +42.8% | -50.9% | -10.2% |
| 3Y | +97.7% | +88.9% | +8.8% | +89.1% |
| 5Y | +103.4% | +101.9% | +1.5% | +92.7% |
| 10Y | +203.1% | +767.5% | -564.4% | +156.0% |
| All | +699.7% | +2,882.3% | -2,182.6% | +479.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling