+96.9%
GLD vs DIA
+60.3%
+36.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | +2.1% | -6.7% | -5.2% |
| 30D | -5.5% | +1.5% | -6.9% | -5.9% |
| 3M | -10.9% | -2.4% | -8.5% | -10.4% |
| 6M | -17.4% | +6.0% | -23.4% | -18.5% |
| YTD | -10.3% | +10.1% | -20.4% | -12.1% |
| 1Y | -7.2% | +11.8% | -19.0% | -9.2% |
| 3Y | +96.9% | +59.7% | +37.2% | +74.2% |
| All | +96.9% | +60.3% | +36.6% | +74.2% |
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 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