+7.4%
DASH vs GLDM
+143.3%
-135.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.2% |
| 3M | +32.3% | -1.1% | +33.3% | +32.2% |
| 6M | +19.1% | -13.7% | +32.8% | +21.8% |
| YTD | -6.5% | +2.8% | -9.3% | -7.6% |
| 1Y | -14.9% | +24.8% | -39.7% | -19.5% |
| 3Y | +151.9% | +127.8% | +24.1% | +98.1% |
| All | +7.4% | +143.3% | -135.9% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling