+18.2%
GLD vs DIA
+15.5%
+2.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -3.4% | -3.0% | -0.4% | -1.3% |
| 30D | -1.1% | -3.0% | +1.8% | +1.0% |
| 3M | +5.8% | +4.5% | +1.3% | +2.7% |
| 6M | -17.1% | +9.8% | -26.8% | -21.4% |
| YTD | 0.0% | +9.3% | -9.3% | -5.3% |
| 1Y | +18.2% | +16.0% | +2.3% | +11.6% |
| All | +18.2% | +15.5% | +2.7% | +11.6% |
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