+107.4%
DE vs GLDM
+112.9%
-5.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +2.3% | -2.0% | +4.2% | +2.5% |
| 30D | +9.3% | -4.4% | +13.8% | +9.9% |
| 3M | +12.2% | -8.8% | +21.1% | +13.4% |
| 6M | +18.1% | -15.9% | +34.0% | +20.7% |
| YTD | +49.8% | -7.7% | +57.4% | +51.2% |
| 1Y | +46.4% | -3.6% | +50.0% | +46.9% |
| 3Y | +92.5% | +105.2% | -12.7% | +64.1% |
| 5Y | +107.4% | +112.8% | -5.4% | +67.6% |
| All | +107.4% | +112.9% | -5.5% | +67.6% |
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