+103.2%
GLD vs DG
+19.3%
+83.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.6% |
| 7D | +4.7% | +1.1% | +3.6% | +4.6% |
| 30D | -0.9% | +9.5% | -10.4% | -1.5% |
| 3M | -4.4% | +5.5% | -9.9% | -4.8% |
| 6M | -13.6% | +16.1% | -29.7% | -14.6% |
| YTD | -6.0% | +2.7% | -8.7% | -6.3% |
| 1Y | +1.8% | +42.1% | -40.3% | -0.5% |
| 3Y | +103.2% | +19.3% | +83.9% | +95.4% |
| All | +103.2% | +19.3% | +83.9% | +95.4% |
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 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