+816.6%
GLD vs DGX
+632.6%
+184.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.5% | -2.3% | +1.8% | -0.5% |
| 30D | +4.4% | +0.6% | +3.8% | +4.4% |
| 3M | -1.1% | +21.4% | -22.5% | -1.5% |
| 6M | -13.8% | +14.7% | -28.5% | -14.0% |
| YTD | +2.6% | +38.4% | -35.8% | +1.9% |
| 1Y | +24.5% | +34.0% | -9.5% | +23.7% |
| 3Y | +125.8% | +92.7% | +33.2% | +122.8% |
| 5Y | +137.8% | +67.7% | +70.1% | +134.9% |
| 10Y | +221.4% | +248.0% | -26.6% | +215.8% |
| All | +816.6% | +632.6% | +184.0% | +826.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling