+205.6%
GLD vs DG
+105.9%
+99.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.7% |
| 7D | -5.5% | -2.5% | -3.0% | -5.4% |
| 30D | -7.0% | +7.7% | -14.7% | -7.3% |
| 3M | -12.4% | +13.1% | -25.5% | -12.8% |
| 6M | -18.0% | +32.0% | -50.1% | -19.1% |
| YTD | -10.5% | +3.3% | -13.8% | -10.7% |
| 1Y | -8.1% | +31.7% | -39.7% | -9.1% |
| 3Y | +97.7% | +21.7% | +76.0% | +94.9% |
| 5Y | +103.4% | -34.7% | +138.2% | +102.3% |
| All | +205.6% | +105.9% | +99.7% | +207.4% |
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