+103.4%
GLD vs DRI
+78.5%
+24.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.8% |
| 7D | -5.5% | -0.3% | -5.1% | -5.5% |
| 30D | -7.0% | +10.8% | -17.9% | -7.3% |
| 3M | -12.4% | +0.9% | -13.3% | -12.4% |
| 6M | -18.0% | +16.3% | -34.3% | -18.3% |
| YTD | -10.5% | +27.8% | -38.2% | -10.9% |
| 1Y | -8.1% | +33.9% | -41.9% | -8.6% |
| 3Y | +97.7% | +67.2% | +30.5% | +94.6% |
| 5Y | +103.4% | +79.0% | +24.4% | +97.6% |
| All | +103.4% | +78.5% | +24.9% | +97.6% |
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 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