+816.6%
GLD vs DIA
+714.6%
+101.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.4% | -1.5% | +5.9% | +4.5% |
| 3M | -1.1% | +3.8% | -4.9% | -1.3% |
| 6M | -13.8% | +10.3% | -24.1% | -14.1% |
| YTD | +2.6% | +12.1% | -9.5% | +2.1% |
| 1Y | +24.5% | +18.6% | +5.9% | +23.7% |
| 3Y | +125.8% | +60.6% | +65.2% | +121.9% |
| 5Y | +137.8% | +64.4% | +73.4% | +133.2% |
| 10Y | +221.4% | +250.1% | -28.7% | +209.1% |
| All | +816.6% | +714.6% | +101.9% | +719.8% |
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