+142.5%
GLD vs DRI
+72.9%
+69.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +4.4% | +3.8% | +0.6% | +4.3% |
| 3M | -1.1% | +13.0% | -14.1% | -1.2% |
| 6M | -13.8% | +8.3% | -22.1% | -13.9% |
| YTD | +2.6% | +20.6% | -18.0% | +2.3% |
| 1Y | +24.5% | +6.5% | +18.1% | +24.3% |
| 3Y | +125.8% | +53.7% | +72.1% | +123.5% |
| All | +142.5% | +72.9% | +69.6% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling