+213.3%
GLD vs DG
+105.6%
+107.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.6% |
| 7D | +0.7% | -2.5% | +3.2% | +0.8% |
| 30D | +0.3% | +1.0% | -0.7% | +0.3% |
| 3M | +0.6% | +20.3% | -19.7% | -0.2% |
| 6M | -15.6% | -11.7% | -3.8% | -15.3% |
| YTD | +0.9% | -2.3% | +3.2% | +0.9% |
| 1Y | +19.4% | +20.0% | -0.6% | +18.5% |
| 3Y | +124.5% | +7.2% | +117.2% | +122.0% |
| 5Y | +138.9% | -37.9% | +176.9% | +138.2% |
| 10Y | +213.3% | +107.3% | +106.0% | +215.9% |
| All | +213.3% | +105.6% | +107.6% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling