+213.1%
GLD vs DUK
+129.3%
+83.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -3.4% | -1.7% | -1.7% | -3.2% |
| 30D | -1.1% | -2.2% | +1.1% | -0.9% |
| 3M | +5.8% | -3.7% | +9.5% | +6.2% |
| 6M | -17.1% | -6.3% | -10.7% | -16.5% |
| YTD | 0.0% | +4.5% | -4.5% | -0.7% |
| 1Y | +18.2% | +1.8% | +16.4% | +17.7% |
| 3Y | +122.6% | +46.8% | +75.8% | +112.2% |
| 5Y | +137.1% | +40.2% | +96.8% | +126.8% |
| All | +213.1% | +129.3% | +83.8% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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