+178.2%
GLD vs DT
+72.4%
+105.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.9% |
| 7D | +4.9% | -20.2% | +25.2% | +5.5% |
| 30D | -1.3% | -30.8% | +29.4% | -0.4% |
| 3M | -4.8% | -10.2% | +5.5% | -4.5% |
| 6M | -12.5% | +8.0% | -20.5% | -12.7% |
| YTD | -4.2% | +1.5% | -5.7% | -4.3% |
| 1Y | +3.0% | -6.9% | +9.9% | +3.2% |
| 3Y | +109.1% | -10.9% | +120.0% | +109.0% |
| 5Y | +121.6% | -42.2% | +163.7% | +123.8% |
| All | +178.2% | +72.4% | +105.8% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling