+208.4%
GLD vs DIA
+238.3%
-29.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +2.8% | +0.9% | +1.9% | +2.7% |
| 30D | -4.0% | +1.1% | -5.1% | -4.1% |
| 3M | -8.2% | -2.9% | -5.4% | -8.0% |
| 6M | -14.8% | +5.9% | -20.7% | -15.2% |
| YTD | -6.8% | +9.8% | -16.6% | -7.4% |
| 1Y | -2.4% | +11.7% | -14.1% | -3.1% |
| 3Y | +105.8% | +59.5% | +46.2% | +100.7% |
| 5Y | +113.3% | +57.5% | +55.8% | +107.6% |
| 10Y | +208.4% | +235.9% | -27.5% | +233.8% |
| All | +208.4% | +238.3% | -29.8% | +233.8% |
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