+377.0%
DELL vs GLDM
+104.2%
+272.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | -22.6% | +4.7% | -27.2% | -24.2% |
| 30D | -43.2% | -0.9% | -42.3% | -42.9% |
| 3M | -24.8% | -4.3% | -20.5% | -23.3% |
| 6M | +38.0% | -13.4% | +51.4% | +44.7% |
| YTD | +163.7% | -5.8% | +169.5% | +172.2% |
| 1Y | +122.5% | +2.1% | +120.5% | +124.7% |
| 3Y | +377.0% | +105.0% | +271.9% | +199.6% |
| All | +377.0% | +104.2% | +272.8% | +199.6% |
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 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