+150.9%
DIA vs GLDM
+216.5%
-65.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +0.9% | +2.9% | -2.0% | +0.6% |
| 30D | +1.1% | -3.9% | +5.0% | +1.5% |
| 3M | -2.9% | -8.1% | +5.3% | -2.1% |
| 6M | +5.9% | -14.7% | +20.6% | +7.4% |
| YTD | +9.8% | -6.6% | +16.4% | +10.3% |
| 1Y | +11.7% | -2.1% | +13.8% | +11.8% |
| 3Y | +59.5% | +107.7% | -48.1% | +47.4% |
| 5Y | +57.5% | +116.5% | -58.9% | +43.6% |
| All | +150.9% | +216.5% | -65.5% | +143.7% |
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 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