+739.4%
GLD vs DLR
+3,203.1%
-2,463.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | -3.6% | +8.3% | +4.8% |
| 30D | -0.9% | -3.5% | +2.6% | -0.8% |
| 3M | -4.4% | -8.9% | +4.5% | -4.1% |
| 6M | -13.6% | -11.6% | -2.0% | -13.2% |
| YTD | -6.0% | +14.9% | -20.9% | -6.4% |
| 1Y | +1.8% | +6.4% | -4.7% | +1.5% |
| 3Y | +103.2% | +47.3% | +55.9% | +100.7% |
| 5Y | +119.3% | +32.8% | +86.5% | +116.3% |
| 10Y | +199.5% | +169.6% | +29.9% | +192.2% |
| All | +739.4% | +3,203.1% | -2,463.7% | +622.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling