+569.8%
DELL vs GLDM
+107.1%
+462.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.2% |
| 7D | +4.9% | -4.6% | +9.5% | +6.6% |
| 30D | -32.1% | -5.5% | -26.6% | -30.8% |
| 3M | -30.2% | -10.9% | -19.4% | -27.4% |
| 6M | +41.7% | -17.3% | +59.0% | +50.3% |
| YTD | +176.6% | -10.2% | +186.7% | +188.8% |
| 1Y | +159.9% | -6.9% | +166.9% | +169.0% |
| 3Y | +388.0% | +98.7% | +289.3% | +294.3% |
| All | +569.8% | +107.1% | +462.8% | +391.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling