-9.4%
DASH vs GLDM
+126.2%
-135.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.8% | -10.2% | -9.6% |
| 7D | +0.5% | +1.9% | -1.4% | 0.0% |
| 30D | -7.1% | -1.7% | -5.4% | -6.8% |
| 3M | -13.2% | -3.5% | -9.7% | -12.6% |
| 6M | +8.3% | -10.1% | +18.4% | +10.3% |
| YTD | -20.6% | -5.0% | -15.5% | -20.3% |
| 1Y | -24.4% | +2.8% | -27.2% | -25.6% |
| 3Y | +94.5% | +105.1% | -10.6% | +52.2% |
| 5Y | -9.4% | +124.3% | -133.7% | -41.8% |
| All | -9.4% | +126.2% | -135.6% | -41.8% |
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