-8.1%
GLD vs DIA
+10.3%
-18.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.5% |
| 7D | -5.5% | +1.6% | -7.1% | -6.6% |
| 30D | -7.0% | +1.2% | -8.3% | -8.1% |
| 3M | -12.4% | -2.4% | -9.9% | -11.0% |
| 6M | -18.0% | +5.7% | -23.7% | -21.3% |
| YTD | -10.5% | +9.9% | -20.4% | -16.6% |
| 1Y | -8.1% | +9.8% | -17.9% | -14.2% |
| All | -8.1% | +10.3% | -18.4% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling