-99.6%
DFNS vs GLDM
+2.8%
-102.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.7% | -22.0% | -20.8% |
| 7D | -27.7% | -0.3% | -27.4% | -27.7% |
| 30D | -58.0% | -1.9% | -56.1% | -57.6% |
| 3M | -94.0% | -0.4% | -93.6% | -94.1% |
| 6M | -94.6% | -10.1% | -84.5% | -94.3% |
| YTD | -99.4% | -5.8% | -93.6% | -99.4% |
| 1Y | -99.6% | +3.1% | -102.8% | -99.7% |
| All | -99.6% | +2.8% | -102.4% | -99.7% |
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