+816.6%
GLD vs DRI
+1,562.0%
-745.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | -1.1% | +13.0% | -14.1% | -1.0% |
| 6M | -13.8% | +8.3% | -22.1% | -13.7% |
| YTD | +2.6% | +20.6% | -18.0% | +2.8% |
| 1Y | +24.5% | +6.5% | +18.1% | +24.6% |
| 3Y | +125.8% | +53.7% | +72.1% | +126.5% |
| 5Y | +137.8% | +72.7% | +65.1% | +138.8% |
| 10Y | +221.4% | +363.2% | -141.8% | +226.1% |
| All | +816.6% | +1,562.0% | -745.4% | +859.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling