+218.8%
GLD vs DG
+114.2%
+104.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -0.5% | +8.4% | -8.9% | -0.8% |
| 30D | +4.4% | +4.9% | -0.5% | +4.2% |
| 3M | -1.1% | +29.3% | -30.4% | -2.2% |
| 6M | -13.8% | -11.3% | -2.5% | -13.5% |
| YTD | +2.6% | +1.8% | +0.9% | +2.5% |
| 1Y | +24.5% | +25.3% | -0.8% | +23.4% |
| 3Y | +125.8% | +9.1% | +116.8% | +123.0% |
| 5Y | +137.8% | -34.9% | +172.7% | +136.6% |
| All | +218.8% | +114.2% | +104.6% | +221.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling