+156.2%
DIA vs GLDM
+248.1%
-91.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -1.5% | +4.4% | -5.9% | -2.0% |
| 3M | +3.8% | -1.1% | +4.8% | +3.8% |
| 6M | +10.3% | -13.7% | +23.9% | +11.5% |
| YTD | +12.1% | +2.8% | +9.3% | +11.5% |
| 1Y | +18.6% | +24.8% | -6.2% | +16.1% |
| 3Y | +60.6% | +127.8% | -67.2% | +47.1% |
| 5Y | +64.4% | +141.1% | -76.7% | +48.3% |
| All | +156.2% | +248.1% | -91.9% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling