+124.5%
GLD vs DUK
+51.5%
+72.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.8% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | +0.3% | -2.0% | +2.4% | +0.6% |
| 3M | +0.6% | +0.2% | +0.4% | +0.3% |
| 6M | -15.6% | -6.9% | -8.7% | -14.6% |
| YTD | +0.9% | +6.1% | -5.3% | -0.5% |
| 1Y | +19.4% | +4.4% | +15.0% | +18.0% |
| 3Y | +124.5% | +49.1% | +75.3% | +104.6% |
| All | +124.5% | +51.5% | +72.9% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling