-99.7%
DFNS vs GLDM
-6.3%
-93.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.8% | -16.6% | -17.5% |
| 7D | -12.7% | -5.5% | -7.2% | -9.5% |
| 30D | -65.2% | -7.0% | -58.2% | -63.7% |
| 3M | -94.6% | -12.3% | -82.3% | -94.1% |
| 6M | -96.2% | -17.9% | -78.3% | -95.9% |
| YTD | -99.6% | -10.3% | -89.3% | -99.6% |
| 1Y | -99.7% | -7.8% | -91.9% | -99.7% |
| All | -99.7% | -6.3% | -93.4% | -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