+118.0%
DLR vs GLDM
+225.0%
-107.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.9% |
| 7D | +2.4% | +5.0% | -2.6% | +1.1% |
| 30D | +0.7% | -1.3% | +2.1% | +1.1% |
| 3M | -6.4% | -4.7% | -1.7% | -5.4% |
| 6M | -6.5% | -12.4% | +5.9% | -3.8% |
| YTD | +18.8% | -4.1% | +22.8% | +18.7% |
| 1Y | +9.0% | +3.3% | +5.7% | +6.8% |
| 3Y | +54.5% | +110.9% | -56.5% | +23.4% |
| 5Y | +35.8% | +124.8% | -88.9% | +5.2% |
| All | +118.0% | +225.0% | -107.1% | +78.8% |
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