-100.0%
DFNS vs GLDM
+126.2%
-226.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +0.8% | -20.5% | -19.6% |
| 7D | -37.4% | +1.9% | -39.3% | -37.2% |
| 30D | -65.8% | -1.7% | -64.1% | -65.7% |
| 3M | -95.0% | -3.5% | -91.5% | -95.0% |
| 6M | -95.8% | -10.1% | -85.8% | -96.0% |
| YTD | -99.5% | -5.0% | -94.5% | -99.5% |
| 1Y | -99.7% | +2.8% | -102.5% | -99.7% |
| 3Y | -100.0% | +105.1% | -205.1% | -99.9% |
| 5Y | -100.0% | +124.3% | -224.3% | -99.9% |
| All | -100.0% | +126.2% | -226.1% | -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 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