+82.0%
DAL vs GLDM
+221.7%
-139.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.2% | -4.4% |
| 7D | +4.6% | +1.9% | +2.7% | +4.4% |
| 30D | +2.3% | -1.7% | +4.0% | +2.4% |
| 3M | -8.1% | -3.5% | -4.6% | -7.9% |
| 6M | +21.4% | -10.1% | +31.5% | +22.0% |
| YTD | +24.3% | -5.0% | +29.4% | +24.7% |
| 1Y | +47.4% | +2.8% | +44.6% | +47.7% |
| 3Y | +164.6% | +105.1% | +59.5% | +164.5% |
| 5Y | +100.2% | +124.3% | -24.1% | +97.9% |
| All | +82.0% | +221.7% | -139.7% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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