+206.1%
GLD vs DUK
+160.3%
+45.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -4.6% | +1.9% | -6.5% | -4.8% |
| 30D | -5.5% | +8.9% | -14.3% | -6.4% |
| 3M | -10.9% | +5.6% | -16.5% | -11.5% |
| 6M | -17.4% | +7.0% | -24.4% | -18.2% |
| YTD | -10.3% | +14.0% | -24.4% | -11.8% |
| 1Y | -7.2% | +9.1% | -16.3% | -8.2% |
| 3Y | +96.9% | +67.6% | +29.3% | +85.3% |
| 5Y | +103.8% | +56.6% | +47.2% | +92.8% |
| All | +206.1% | +160.3% | +45.8% | +167.3% |
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