+138.9%
GLD vs DKS
+9.4%
+129.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.1% | -1.7% |
| 7D | +0.7% | -0.4% | +1.2% | +0.8% |
| 30D | +0.3% | -36.6% | +36.9% | +0.6% |
| 3M | +0.6% | -37.6% | +38.2% | +0.9% |
| 6M | -15.6% | -32.1% | +16.5% | -15.3% |
| YTD | +0.9% | -32.3% | +33.2% | +1.2% |
| 1Y | +19.4% | -39.5% | +58.9% | +19.7% |
| 3Y | +124.5% | +27.7% | +96.8% | +126.5% |
| 5Y | +138.9% | +15.0% | +123.9% | +138.4% |
| All | +138.9% | +9.4% | +129.5% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling