+56.3%
DLR vs GLDM
+104.1%
-47.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.7% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +2.8% | -1.9% | +4.6% | +3.2% |
| 3M | -4.0% | -0.4% | -3.6% | -3.9% |
| 6M | -5.6% | -10.1% | +4.5% | -3.6% |
| YTD | +21.9% | -5.8% | +27.8% | +22.2% |
| 1Y | +13.0% | +3.1% | +9.9% | +10.8% |
| All | +56.3% | +104.1% | -47.8% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling