+205.6%
GLD vs DOW
-11.5%
+217.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.9% |
| 7D | +4.9% | -9.4% | +14.4% | +5.0% |
| 30D | -1.3% | +8.9% | -10.3% | -1.5% |
| 3M | -4.8% | +6.7% | -11.5% | -4.9% |
| 6M | -12.5% | -14.2% | +1.7% | -12.3% |
| YTD | -4.2% | +36.9% | -41.2% | -5.0% |
| 1Y | +3.0% | +45.8% | -42.7% | +2.1% |
| 3Y | +109.1% | -23.9% | +133.0% | +109.6% |
| 5Y | +121.6% | -30.8% | +152.3% | +121.8% |
| All | +205.6% | -11.5% | +217.1% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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