-100.0%
DFNS vs GLDM
+115.9%
-215.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.6% | +15.5% | +12.6% |
| 7D | -37.0% | +2.9% | -39.8% | -36.8% |
| 30D | -63.4% | -3.9% | -59.5% | -63.4% |
| 3M | -94.1% | -8.1% | -85.9% | -94.1% |
| 6M | -96.3% | -14.7% | -81.6% | -96.5% |
| YTD | -99.6% | -6.6% | -93.0% | -99.6% |
| 1Y | -99.7% | -2.1% | -97.7% | -99.7% |
| 3Y | -100.0% | +107.7% | -207.7% | -100.0% |
| 5Y | -100.0% | +116.5% | -216.4% | -99.9% |
| All | -100.0% | +115.9% | -215.9% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling