+127.7%
GLD vs DG
+9.1%
+118.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -0.5% | +8.4% | -8.9% | -1.1% |
| 30D | +4.4% | +4.9% | -0.5% | +4.0% |
| 3M | -1.1% | +29.3% | -30.4% | -3.0% |
| 6M | -13.8% | -11.3% | -2.5% | -13.2% |
| YTD | +2.6% | +1.8% | +0.9% | +2.4% |
| 1Y | +24.5% | +25.3% | -0.8% | +22.5% |
| All | +127.7% | +9.1% | +118.6% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling