+15.1%
DLR vs GLDM
-6.3%
+21.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.9% |
| 7D | +5.0% | -5.5% | +10.5% | +6.3% |
| 30D | +3.0% | -7.0% | +10.0% | +4.6% |
| 3M | -6.3% | -12.3% | +6.0% | -3.6% |
| 6M | -4.8% | -17.9% | +13.1% | -1.3% |
| YTD | +21.0% | -10.3% | +31.3% | +24.5% |
| 1Y | +15.1% | -7.8% | +22.9% | +15.7% |
| All | +15.1% | -6.3% | +21.5% | +15.7% |
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 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