+1,419.1%
DELL vs GLDM
+216.5%
+1,202.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.7% |
| 7D | -18.1% | +2.9% | -21.0% | -18.9% |
| 30D | -42.9% | -3.9% | -39.0% | -42.2% |
| 3M | -26.9% | -8.1% | -18.7% | -25.1% |
| 6M | +28.8% | -14.7% | +43.5% | +33.7% |
| YTD | +168.4% | -6.6% | +175.0% | +175.1% |
| 1Y | +136.8% | -2.1% | +138.9% | +140.7% |
| 3Y | +375.3% | +107.7% | +267.7% | +316.4% |
| 5Y | +551.0% | +116.5% | +434.5% | +456.2% |
| All | +1,419.1% | +216.5% | +1,202.6% | +1,424.6% |
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 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