+213.1%
GLD vs DGX
+249.5%
-36.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.7% |
| 7D | -3.4% | -3.5% | +0.1% | -3.2% |
| 30D | -1.1% | -2.7% | +1.5% | -1.0% |
| 3M | +5.8% | +13.9% | -8.1% | +5.2% |
| 6M | -17.1% | +16.0% | -33.1% | -17.6% |
| YTD | 0.0% | +34.9% | -34.9% | -1.4% |
| 1Y | +18.2% | +30.6% | -12.3% | +16.7% |
| 3Y | +122.6% | +93.0% | +29.6% | +115.5% |
| 5Y | +137.1% | +64.4% | +72.7% | +130.7% |
| All | +213.1% | +249.5% | -36.4% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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