+102.3%
GLD vs DRI
+68.4%
+33.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | -2.0% | -0.7% | -1.2% | -1.9% |
| 30D | -4.4% | +14.7% | -19.1% | -4.8% |
| 3M | -8.9% | +5.4% | -14.4% | -9.1% |
| 6M | -16.0% | +18.8% | -34.8% | -16.3% |
| YTD | -7.9% | +28.4% | -36.2% | -8.4% |
| 1Y | -3.9% | +37.7% | -41.5% | -4.4% |
| All | +102.3% | +68.4% | +33.9% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling