+700.9%
GLD vs DGX
+704.9%
-4.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | +1.6% | -6.1% | -4.6% |
| 30D | -5.5% | +11.2% | -16.7% | -5.7% |
| 3M | -10.9% | +10.4% | -21.3% | -11.1% |
| 6M | -17.4% | +37.1% | -54.5% | -18.0% |
| YTD | -10.3% | +52.1% | -62.4% | -11.1% |
| 1Y | -7.2% | +40.7% | -47.9% | -7.8% |
| 3Y | +96.9% | +107.6% | -10.7% | +93.9% |
| 5Y | +103.8% | +90.6% | +13.1% | +100.8% |
| 10Y | +203.5% | +287.9% | -84.4% | +197.7% |
| All | +700.9% | +704.9% | -4.0% | +708.3% |
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