+755.2%
GLD vs DIA
+700.3%
+54.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.8% |
| 7D | +4.9% | +0.8% | +4.2% | +4.9% |
| 30D | -1.3% | +1.4% | -2.7% | -1.4% |
| 3M | -4.8% | -2.7% | -2.1% | -4.6% |
| 6M | -12.5% | +6.2% | -18.7% | -12.7% |
| YTD | -4.2% | +10.1% | -14.3% | -4.6% |
| 1Y | +3.0% | +13.0% | -10.0% | +2.5% |
| 3Y | +109.1% | +61.9% | +47.3% | +105.5% |
| 5Y | +121.6% | +57.1% | +64.5% | +117.7% |
| 10Y | +212.2% | +240.9% | -28.7% | +200.6% |
| All | +755.2% | +700.3% | +54.9% | +665.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling