+444.0%
DE vs GLDM
+219.1%
+224.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | -0.6% | +4.7% | -5.2% | -1.1% |
| 30D | +2.3% | -0.9% | +3.1% | +2.3% |
| 3M | +9.5% | -4.3% | +13.8% | +9.9% |
| 6M | +14.1% | -13.4% | +27.5% | +15.9% |
| YTD | +45.4% | -5.8% | +51.2% | +46.3% |
| 1Y | +42.9% | +2.1% | +40.8% | +42.4% |
| 3Y | +84.8% | +105.0% | -20.2% | +66.0% |
| 5Y | +101.8% | +122.5% | -20.7% | +77.5% |
| All | +444.0% | +219.1% | +224.9% | +374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling