+199.5%
GLD vs DOC
+19.9%
+179.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.4% |
| 7D | -0.3% | +8.7% | -9.0% | -0.9% |
| 30D | -1.9% | +7.6% | -9.5% | -2.4% |
| 3M | -0.4% | -5.3% | +4.8% | -0.1% |
| 6M | -10.2% | +27.6% | -37.8% | -12.0% |
| YTD | -6.0% | +32.4% | -38.4% | -8.2% |
| 1Y | +2.8% | +22.9% | -20.1% | +0.9% |
| 3Y | +101.6% | +43.1% | +58.5% | +95.3% |
| 5Y | +122.2% | -21.4% | +143.6% | +122.7% |
| 10Y | +199.5% | +16.8% | +182.6% | +194.2% |
| All | +199.5% | +19.9% | +179.6% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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