+160.6%
GLD vs DT
+75.7%
+84.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.6% | +3.1% | -7.7% | -4.7% |
| 30D | -5.5% | -29.5% | +24.1% | -4.6% |
| 3M | -10.9% | -11.7% | +0.8% | -10.6% |
| 6M | -17.4% | +29.0% | -46.4% | -17.9% |
| YTD | -10.3% | +3.4% | -13.7% | -10.4% |
| 1Y | -7.2% | -4.2% | -2.9% | -7.1% |
| 3Y | +96.9% | -12.8% | +109.8% | +97.0% |
| 5Y | +103.8% | -39.6% | +143.3% | +105.4% |
| All | +160.6% | +75.7% | +84.9% | +145.6% |
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