+145.3%
DELL vs GLDM
+1.2%
+144.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +4.5% |
| 7D | -11.8% | +5.0% | -16.8% | -14.2% |
| 30D | -40.8% | -1.3% | -39.5% | -40.3% |
| 3M | -23.6% | -4.7% | -18.9% | -21.4% |
| 6M | +33.4% | -12.4% | +45.8% | +40.5% |
| YTD | +178.0% | -4.1% | +182.1% | +195.2% |
| All | +145.3% | +1.2% | +144.0% | +138.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling