+816.6%
GLD vs DUK
+637.8%
+178.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | -1.7% | +6.1% | +4.5% |
| 3M | -1.1% | -0.4% | -0.6% | -1.1% |
| 6M | -13.8% | -7.2% | -6.5% | -13.3% |
| YTD | +2.6% | +5.3% | -2.6% | +2.1% |
| 1Y | +24.5% | +3.0% | +21.6% | +24.0% |
| 3Y | +125.8% | +53.1% | +72.8% | +117.5% |
| 5Y | +137.8% | +37.9% | +99.9% | +130.4% |
| 10Y | +221.4% | +124.8% | +96.6% | +199.5% |
| All | +816.6% | +637.8% | +178.8% | +694.5% |
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