+218.2%
GLD vs DTE
+136.5%
+81.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.2% | -0.5% | +0.7% | +0.2% |
| 3M | +3.2% | -6.0% | +9.3% | +3.8% |
| 6M | -14.6% | -7.2% | -7.4% | -14.1% |
| YTD | +1.8% | +7.2% | -5.4% | +1.0% |
| 1Y | +20.7% | +4.1% | +16.7% | +20.1% |
| 3Y | +126.5% | +46.9% | +79.6% | +118.3% |
| 5Y | +140.0% | +32.9% | +107.1% | +132.9% |
| 10Y | +218.2% | +144.5% | +73.7% | +180.3% |
| All | +218.2% | +136.5% | +81.8% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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