+816.6%
GLD vs DE
+2,939.8%
-2,123.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | +10.0% | -10.5% | -1.1% |
| 30D | +4.4% | +13.3% | -8.9% | +3.6% |
| 3M | -1.1% | +17.5% | -18.6% | -2.1% |
| 6M | -13.8% | +13.6% | -27.4% | -14.6% |
| YTD | +2.6% | +49.8% | -47.1% | 0.0% |
| 1Y | +24.5% | +47.9% | -23.4% | +21.4% |
| 3Y | +125.8% | +72.5% | +53.3% | +117.2% |
| 5Y | +137.8% | +90.2% | +47.6% | +126.1% |
| 10Y | +221.4% | +865.4% | -644.0% | +169.3% |
| All | +816.6% | +2,939.8% | -2,123.2% | +563.1% |
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