-7.2%
GLD vs DT
-2.7%
-4.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.6% | +3.1% | -7.7% | -4.6% |
| 30D | -5.5% | -29.5% | +24.1% | -5.4% |
| 3M | -10.9% | -11.7% | +0.8% | -10.4% |
| 6M | -17.4% | +29.0% | -46.4% | -14.8% |
| YTD | -10.3% | +3.4% | -13.7% | -7.8% |
| 1Y | -7.2% | -4.2% | -2.9% | -3.7% |
| All | -7.2% | -2.7% | -4.4% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling