+732.3%
GLD vs DUK
+691.3%
+40.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.7% |
| 7D | +2.8% | +1.9% | +0.9% | +2.7% |
| 30D | -4.0% | +10.5% | -14.5% | -4.8% |
| 3M | -8.2% | +7.3% | -15.6% | -8.8% |
| 6M | -14.8% | +5.7% | -20.5% | -15.3% |
| YTD | -6.8% | +12.9% | -19.7% | -7.9% |
| 1Y | -2.4% | +8.6% | -11.0% | -3.2% |
| 3Y | +105.8% | +63.5% | +42.2% | +97.0% |
| 5Y | +113.3% | +52.4% | +61.0% | +105.1% |
| 10Y | +208.4% | +157.4% | +51.0% | +184.6% |
| All | +732.3% | +691.3% | +40.9% | +617.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling