+707.6%
DELL vs GLDM
+128.8%
+578.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +14.9% | -0.5% | +15.4% | +15.2% |
| 30D | +13.3% | +4.4% | +8.9% | +11.7% |
| 3M | +24.4% | -1.1% | +25.5% | +24.5% |
| 6M | +258.0% | -13.7% | +271.7% | +270.7% |
| YTD | +320.2% | +2.8% | +317.4% | +319.7% |
| 1Y | +319.1% | +24.8% | +294.2% | +295.5% |
| All | +707.6% | +128.8% | +578.8% | +443.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling