+213.3%
GLD vs DLR
+163.6%
+49.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +0.7% | +3.4% | -2.7% | +0.5% |
| 30D | +0.3% | -2.2% | +2.5% | +0.5% |
| 3M | +0.6% | +4.7% | -4.1% | +0.2% |
| 6M | -15.6% | +9.0% | -24.6% | -16.2% |
| YTD | +0.9% | +24.1% | -23.3% | -0.8% |
| 1Y | +19.4% | +20.9% | -1.6% | +17.6% |
| 3Y | +124.5% | +60.0% | +64.4% | +116.3% |
| 5Y | +138.9% | +35.3% | +103.6% | +130.4% |
| 10Y | +213.3% | +165.8% | +47.5% | +189.4% |
| All | +213.3% | +163.6% | +49.7% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DLR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling