+19.4%
GLD vs DT
+0.4%
+19.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.8% |
| 7D | +0.7% | -4.9% | +5.6% | +0.6% |
| 30D | +0.3% | +2.7% | -2.4% | +0.5% |
| 3M | +0.6% | +20.0% | -19.3% | +1.6% |
| 6M | -15.6% | +28.0% | -43.6% | -13.6% |
| YTD | +0.9% | +16.0% | -15.2% | +2.5% |
| 1Y | +19.4% | +0.7% | +18.7% | +19.8% |
| All | +19.4% | +0.4% | +19.0% | +19.8% |
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