+816.6%
GLD vs DLR
+3,447.8%
-2,631.3%
-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% | -1.2% | -0.9% |
| 7D | -0.5% | +1.6% | -2.1% | -0.6% |
| 30D | +4.4% | -3.4% | +7.8% | +4.5% |
| 3M | -1.1% | +0.5% | -1.6% | -1.1% |
| 6M | -13.8% | +4.6% | -18.3% | -13.9% |
| YTD | +2.6% | +23.4% | -20.8% | +1.9% |
| 1Y | +24.5% | +19.0% | +5.5% | +23.8% |
| 3Y | +125.8% | +56.5% | +69.3% | +122.5% |
| 5Y | +137.8% | +33.3% | +104.5% | +134.2% |
| 10Y | +221.4% | +165.1% | +56.2% | +213.0% |
| All | +816.6% | +3,447.8% | -2,631.3% | +687.2% |
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