+224.8%
GLD vs DOW
-15.9%
+240.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +0.1% | -6.0% | +6.2% | +0.2% |
| 30D | +0.2% | -2.7% | +2.9% | +0.2% |
| 3M | +3.2% | -10.5% | +13.7% | +3.4% |
| 6M | -14.6% | -12.4% | -2.2% | -14.6% |
| YTD | +1.8% | +30.0% | -28.2% | +1.0% |
| 1Y | +20.7% | +27.8% | -7.1% | +19.8% |
| 3Y | +126.5% | -34.9% | +161.4% | +127.6% |
| 5Y | +140.0% | -35.9% | +175.9% | +140.6% |
| All | +224.8% | -15.9% | +240.7% | +217.3% |
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