+96.9%
GLD vs DGX
+106.7%
-9.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | +1.6% | -6.1% | -4.7% |
| 30D | -5.5% | +11.2% | -16.7% | -5.9% |
| 3M | -10.9% | +10.4% | -21.3% | -11.3% |
| 6M | -17.4% | +37.1% | -54.5% | -18.6% |
| YTD | -10.3% | +52.1% | -62.4% | -12.4% |
| 1Y | -7.2% | +40.7% | -47.9% | -8.6% |
| 3Y | +96.9% | +107.6% | -10.7% | +91.9% |
| All | +96.9% | +106.7% | -9.8% | +91.9% |
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