+54.3%
DIA vs GLDM
+126.2%
-71.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.4% | -3.6% |
| 7D | -1.6% | +1.9% | -3.5% | -1.9% |
| 30D | 0.0% | -1.7% | +1.7% | +0.1% |
| 3M | -4.9% | -3.5% | -1.4% | -4.6% |
| 6M | +5.0% | -10.1% | +15.1% | +6.1% |
| YTD | +8.2% | -5.0% | +13.3% | +8.5% |
| 1Y | +10.3% | +2.8% | +7.5% | +9.8% |
| 3Y | +58.4% | +105.1% | -46.7% | +42.7% |
| 5Y | +54.3% | +124.3% | -70.0% | +31.1% |
| All | +54.3% | +126.2% | -71.8% | +31.1% |
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