+445.5%
DE vs GLDM
+204.4%
+241.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.3% | -4.6% | +4.9% | +0.8% |
| 30D | +3.6% | -5.5% | +9.0% | +4.2% |
| 3M | +10.2% | -10.9% | +21.1% | +11.6% |
| 6M | +16.6% | -17.3% | +33.9% | +19.1% |
| YTD | +45.8% | -10.2% | +56.0% | +47.5% |
| 1Y | +43.9% | -6.9% | +50.8% | +44.9% |
| 3Y | +89.6% | +98.7% | -9.0% | +70.8% |
| 5Y | +100.3% | +106.7% | -6.4% | +77.5% |
| All | +445.5% | +204.4% | +241.2% | +378.3% |
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 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