+126.1%
GLD vs DGX
+96.8%
+29.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | -2.2% | +2.4% | +0.2% |
| 30D | +0.2% | -0.9% | +1.1% | +0.3% |
| 3M | +3.2% | +15.6% | -12.4% | +2.7% |
| 6M | -14.6% | +17.8% | -32.4% | -15.2% |
| YTD | +1.8% | +37.5% | -35.7% | -0.1% |
| 1Y | +20.7% | +31.2% | -10.4% | +19.1% |
| All | +126.1% | +96.8% | +29.3% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling