+151.6%
DIA vs GLDM
+204.4%
-52.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.1% | -4.6% | +6.7% | +2.7% |
| 30D | +1.5% | -5.5% | +6.9% | +2.1% |
| 3M | -2.4% | -10.9% | +8.4% | -1.3% |
| 6M | +6.0% | -17.3% | +23.3% | +7.8% |
| YTD | +10.1% | -10.2% | +20.2% | +11.0% |
| 1Y | +11.8% | -6.9% | +18.7% | +12.4% |
| 3Y | +59.7% | +98.7% | -38.9% | +48.3% |
| 5Y | +57.9% | +106.7% | -48.9% | +44.6% |
| All | +151.6% | +204.4% | -52.8% | +145.4% |
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