+124.5%
GLD vs DTE
+48.7%
+75.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +0.7% | +0.9% | -0.1% | +0.6% |
| 30D | +0.3% | -1.9% | +2.2% | +0.6% |
| 3M | +0.6% | -3.3% | +3.9% | +1.0% |
| 6M | -15.6% | -7.1% | -8.5% | -14.5% |
| YTD | +0.9% | +8.1% | -7.2% | -1.1% |
| 1Y | +19.4% | +5.3% | +14.1% | +17.7% |
| 3Y | +124.5% | +48.2% | +76.3% | +104.7% |
| All | +124.5% | +48.7% | +75.8% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling