+699.7%
GLD vs DUK
+689.2%
+10.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -5.5% | -1.1% | -4.3% | -5.4% |
| 30D | -7.0% | +8.8% | -15.8% | -7.7% |
| 3M | -12.4% | +5.0% | -17.4% | -12.7% |
| 6M | -18.0% | +4.6% | -22.6% | -18.4% |
| YTD | -10.5% | +12.6% | -23.0% | -11.5% |
| 1Y | -8.1% | +7.4% | -15.5% | -8.7% |
| 3Y | +97.7% | +63.1% | +34.6% | +89.4% |
| 5Y | +103.4% | +54.6% | +48.8% | +95.4% |
| 10Y | +203.1% | +156.5% | +46.6% | +179.7% |
| All | +699.7% | +689.2% | +10.5% | +589.1% |
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