+173.1%
GLD vs DT
+70.4%
+102.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +4.7% | -24.7% | +29.4% | +5.4% |
| 30D | -0.9% | -27.4% | +26.5% | -0.1% |
| 3M | -4.4% | -11.1% | +6.7% | -4.1% |
| 6M | -13.6% | +13.7% | -27.2% | -13.8% |
| YTD | -6.0% | +0.2% | -6.2% | -6.1% |
| 1Y | +1.8% | -5.7% | +7.5% | +1.9% |
| 3Y | +103.2% | -8.1% | +111.3% | +102.8% |
| 5Y | +119.3% | -43.1% | +162.4% | +121.6% |
| All | +173.1% | +70.4% | +102.7% | +157.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling