+96.9%
GLD vs DOW
-20.1%
+117.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -4.6% | +5.2% | -9.8% | -4.6% |
| 30D | -5.5% | +13.2% | -18.7% | -5.6% |
| 3M | -10.9% | +10.1% | -21.0% | -11.0% |
| 6M | -17.4% | -13.1% | -4.4% | -17.1% |
| YTD | -10.3% | +46.1% | -56.4% | -11.7% |
| 1Y | -7.2% | +50.0% | -57.2% | -8.7% |
| 3Y | +96.9% | -20.2% | +117.2% | +101.7% |
| All | +96.9% | -20.1% | +117.0% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling