-2.4%
GLD vs DIA
+12.2%
-14.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.4% |
| 7D | +2.8% | +0.9% | +1.9% | +1.8% |
| 30D | -4.0% | +1.1% | -5.1% | -5.0% |
| 3M | -8.2% | -2.9% | -5.4% | -6.4% |
| 6M | -14.8% | +5.9% | -20.7% | -18.4% |
| YTD | -6.8% | +9.8% | -16.6% | -13.2% |
| 1Y | -2.4% | +11.7% | -14.1% | -9.5% |
| All | -2.4% | +12.2% | -14.6% | -9.5% |
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