+90.2%
DAL vs GLDM
+219.0%
-128.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.7% | +3.5% | +6.8% |
| 7D | +11.1% | -0.3% | +11.3% | +11.1% |
| 30D | +7.7% | -1.9% | +9.6% | +7.8% |
| 3M | -3.5% | -0.4% | -3.1% | -3.5% |
| 6M | +31.3% | -10.1% | +41.4% | +32.0% |
| YTD | +30.0% | -5.8% | +35.8% | +30.4% |
| 1Y | +62.1% | +3.1% | +59.0% | +62.5% |
| 3Y | +176.6% | +103.4% | +73.3% | +176.7% |
| 5Y | +126.2% | +125.5% | +0.7% | +123.7% |
| All | +90.2% | +219.0% | -128.7% | +97.2% |
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