+205.0%
GLD vs DRI
+367.2%
-162.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +4.7% | +2.8% | +1.9% | +4.7% |
| 30D | -0.9% | +13.3% | -14.1% | -1.0% |
| 3M | -4.4% | +8.2% | -12.6% | -4.5% |
| 6M | -13.6% | +17.5% | -31.1% | -13.7% |
| YTD | -6.0% | +26.9% | -32.9% | -6.2% |
| 1Y | +1.8% | +31.6% | -29.8% | +1.6% |
| 3Y | +103.2% | +67.0% | +36.2% | +102.2% |
| 5Y | +119.3% | +72.9% | +46.4% | +118.2% |
| All | +205.0% | +367.2% | -162.2% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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