+9.5%
DLR vs GLDM
+1.2%
+8.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.0% |
| 7D | +2.4% | +5.0% | -2.6% | +1.2% |
| 30D | +0.7% | -1.3% | +2.1% | +1.0% |
| 3M | -6.4% | -4.7% | -1.7% | -5.5% |
| 6M | -6.5% | -12.4% | +5.9% | -4.6% |
| YTD | +18.8% | -4.1% | +22.8% | +21.4% |
| All | +9.5% | +1.2% | +8.2% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling