+96.6%
GLD vs DIA
+60.1%
+36.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -5.5% | +1.6% | -7.1% | -5.9% |
| 30D | -7.0% | +1.2% | -8.3% | -7.4% |
| 3M | -12.4% | -2.4% | -9.9% | -11.8% |
| 6M | -18.0% | +5.7% | -23.7% | -19.0% |
| YTD | -10.5% | +9.9% | -20.4% | -12.2% |
| 1Y | -8.1% | +9.8% | -17.9% | -9.9% |
| All | +96.6% | +60.1% | +36.5% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling