+722.8%
GLD vs DKS
+1,052.4%
-329.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | -2.0% | +1.3% | -3.3% | -2.0% |
| 30D | -4.4% | +8.9% | -13.3% | -4.5% |
| 3M | -8.9% | -26.4% | +17.4% | -8.9% |
| 6M | -16.0% | -31.1% | +15.1% | -15.9% |
| YTD | -7.9% | -22.8% | +14.9% | -7.8% |
| 1Y | -3.9% | -29.5% | +25.6% | -3.8% |
| 3Y | +103.4% | +42.8% | +60.6% | +103.6% |
| 5Y | +109.7% | +29.2% | +80.6% | +110.0% |
| 10Y | +211.8% | +235.0% | -23.1% | +211.6% |
| All | +722.8% | +1,052.4% | -329.5% | +701.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling