+2.5%
GLD vs DOC
+21.7%
-19.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.8% |
| 7D | +1.9% | +6.2% | -4.4% | +1.2% |
| 30D | -1.8% | +6.5% | -8.2% | -2.4% |
| 3M | -3.6% | -6.2% | +2.6% | -2.9% |
| 6M | -10.2% | +25.6% | -35.8% | -13.0% |
| YTD | -5.3% | +32.1% | -37.3% | -8.6% |
| 1Y | +2.5% | +20.3% | -17.8% | -0.5% |
| All | +2.5% | +21.7% | -19.3% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling