+206.1%
GLD vs DIA
+235.1%
-29.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | +2.1% | -6.7% | -4.8% |
| 30D | -5.5% | +1.5% | -6.9% | -5.6% |
| 3M | -10.9% | -2.4% | -8.5% | -10.7% |
| 6M | -17.4% | +6.0% | -23.4% | -17.8% |
| YTD | -10.3% | +10.1% | -20.4% | -10.9% |
| 1Y | -7.2% | +11.8% | -19.0% | -7.8% |
| 3Y | +96.9% | +59.7% | +37.2% | +92.0% |
| 5Y | +103.8% | +57.9% | +45.9% | +98.3% |
| All | +206.1% | +235.1% | -29.0% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 10y: compounded portfolio wealth divided by compounded DIA 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…
10y analysis · Full analysis span regression · 6 months rolling