+213.3%
GLD vs DRI
+350.3%
-137.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.7% |
| 7D | +0.7% | -1.2% | +2.0% | +0.8% |
| 30D | +0.3% | -0.4% | +0.7% | +0.3% |
| 3M | +0.6% | +9.5% | -8.9% | +0.6% |
| 6M | -15.6% | +6.5% | -22.0% | -15.6% |
| YTD | +0.9% | +18.4% | -17.6% | +0.7% |
| 1Y | +19.4% | +4.2% | +15.2% | +19.3% |
| 3Y | +124.5% | +57.1% | +67.4% | +123.6% |
| 5Y | +138.9% | +70.4% | +68.5% | +137.8% |
| 10Y | +213.3% | +354.0% | -140.8% | +206.6% |
| All | +213.3% | +350.3% | -137.0% | +206.6% |
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