+104.1%
GLD vs DGX
+90.8%
+13.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.3% |
| 1Y | -7.2% | +40.7% | -47.9% | -8.7% |
| 3Y | +96.9% | +107.6% | -10.7% | +89.2% |
| All | +104.1% | +90.8% | +13.2% | +96.7% |
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