+70.4%
DAL vs GLDM
+248.1%
-177.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +0.1% | -0.5% | +0.7% | +0.2% |
| 30D | -13.9% | +4.4% | -18.3% | -14.1% |
| 3M | +1.1% | -1.1% | +2.1% | +1.0% |
| 6M | +26.2% | -13.7% | +39.9% | +26.5% |
| YTD | +16.4% | +2.8% | +13.7% | +16.2% |
| 1Y | +33.9% | +24.8% | +9.0% | +33.7% |
| 3Y | +93.4% | +127.8% | -34.4% | +92.7% |
| 5Y | +106.4% | +141.1% | -34.8% | +103.2% |
| All | +70.4% | +248.1% | -177.7% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling