+20.7%
GLD vs DTE
+4.6%
+16.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.0% |
| 6M | -14.6% | -7.2% | -7.4% | -13.3% |
| YTD | +1.8% | +7.2% | -5.4% | -3.0% |
| 1Y | +20.7% | +4.1% | +16.7% | +19.1% |
| All | +20.7% | +4.6% | +16.1% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling