+140.0%
GLD vs DGX
+64.0%
+76.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% |
| 3Y | +126.5% | +96.6% | +29.9% | +118.4% |
| 5Y | +140.0% | +64.9% | +75.1% | +132.2% |
| All | +140.0% | +64.0% | +76.1% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling