+212.2%
GLD vs DG
+128.5%
+83.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.8% |
| 7D | +4.9% | +0.7% | +4.3% | +4.9% |
| 30D | -1.3% | +7.4% | -8.7% | -1.6% |
| 3M | -4.8% | +8.5% | -13.3% | -5.1% |
| 6M | -12.5% | +21.9% | -34.4% | -13.3% |
| YTD | -4.2% | +4.9% | -9.2% | -4.6% |
| 1Y | +3.0% | +40.4% | -37.4% | +1.7% |
| 3Y | +109.1% | +23.5% | +85.6% | +106.1% |
| 5Y | +121.6% | -32.3% | +153.9% | +120.0% |
| 10Y | +212.2% | +119.3% | +92.9% | +217.8% |
| All | +212.2% | +128.5% | +83.8% | +217.8% |
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