+376.8%
DDOG vs GLDM
+168.2%
+208.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | -23.9% | +4.7% | -28.6% | -24.7% |
| 30D | -34.0% | -0.9% | -33.2% | -33.9% |
| 3M | -21.9% | -4.3% | -17.6% | -21.3% |
| 6M | +24.6% | -13.4% | +38.0% | +27.9% |
| YTD | +31.7% | -5.8% | +37.5% | +29.9% |
| 1Y | -6.2% | +2.1% | -8.2% | -9.8% |
| 3Y | +125.1% | +105.0% | +20.0% | +62.3% |
| 5Y | -3.5% | +122.5% | -126.0% | -34.7% |
| All | +376.8% | +168.2% | +208.6% | +234.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling