+58.2%
DLR vs GLDM
+128.8%
-70.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | -3.4% | +4.4% | -7.8% | -4.2% |
| 3M | +0.5% | -1.1% | +1.6% | +0.6% |
| 6M | +4.6% | -13.7% | +18.2% | +6.9% |
| YTD | +23.4% | +2.8% | +20.7% | +21.5% |
| 1Y | +19.0% | +24.8% | -5.8% | +11.7% |
| All | +58.2% | +128.8% | -70.5% | +24.8% |
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 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