-14.9%
DASH vs GLDM
+24.7%
-39.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.5% |
| 7D | -10.6% | -0.5% | -10.0% | -10.5% |
| 30D | +2.2% | +4.4% | -2.3% | +1.3% |
| 3M | +32.3% | -1.1% | +33.3% | +31.9% |
| 6M | +19.1% | -13.7% | +32.8% | +20.5% |
| YTD | -6.5% | +2.8% | -9.3% | -6.5% |
| 1Y | -14.9% | +24.8% | -39.7% | -20.4% |
| All | -14.9% | +24.7% | -39.6% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling