+193.0%
GLD vs DT
+97.2%
+95.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.7% |
| 7D | +0.7% | -4.9% | +5.6% | +0.9% |
| 30D | +0.3% | +2.7% | -2.4% | +0.2% |
| 3M | +0.6% | +20.0% | -19.3% | +0.1% |
| 6M | -15.6% | +28.0% | -43.6% | -16.1% |
| YTD | +0.9% | +16.0% | -15.2% | +0.4% |
| 1Y | +19.4% | +0.7% | +18.7% | +19.3% |
| 3Y | +124.5% | +6.2% | +118.3% | +123.1% |
| 5Y | +138.9% | -28.1% | +167.1% | +139.3% |
| All | +193.0% | +97.2% | +95.8% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling