+213.3%
GLD vs DIA
+246.5%
-33.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +0.3% | -2.1% | +2.4% | +0.5% |
| 3M | +0.6% | +4.2% | -3.5% | +0.3% |
| 6M | -15.6% | +11.9% | -27.5% | -16.2% |
| YTD | +0.9% | +10.8% | -10.0% | +0.2% |
| 1Y | +19.4% | +17.5% | +1.9% | +18.3% |
| 3Y | +124.5% | +59.9% | +64.5% | +119.0% |
| 5Y | +138.9% | +64.1% | +74.8% | +132.4% |
| 10Y | +213.3% | +246.2% | -32.9% | +228.0% |
| All | +213.3% | +246.5% | -33.2% | +228.0% |
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