+212.2%
GLD vs DLR
+174.9%
+37.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.6% |
| 7D | +4.9% | +2.4% | +2.6% | +4.7% |
| 30D | -1.3% | +0.7% | -2.1% | -1.4% |
| 3M | -4.8% | -6.4% | +1.7% | -4.3% |
| 6M | -12.5% | -6.5% | -6.0% | -12.2% |
| YTD | -4.2% | +18.8% | -23.0% | -5.5% |
| 1Y | +3.0% | +9.0% | -6.0% | +2.3% |
| 3Y | +109.1% | +54.5% | +54.6% | +102.1% |
| 5Y | +121.6% | +35.8% | +85.7% | +113.9% |
| 10Y | +212.2% | +177.5% | +34.8% | +179.3% |
| All | +212.2% | +174.9% | +37.3% | +179.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling