+47.3%
DLR vs GLDM
+104.2%
-56.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.6% | +4.7% | -8.3% | -4.6% |
| 30D | -3.5% | -0.9% | -2.6% | -3.3% |
| 3M | -8.9% | -4.3% | -4.6% | -8.0% |
| 6M | -11.6% | -13.4% | +1.8% | -9.1% |
| YTD | +14.9% | -5.8% | +20.7% | +15.1% |
| 1Y | +6.4% | +2.1% | +4.4% | +4.6% |
| 3Y | +47.3% | +105.0% | -57.8% | +12.8% |
| All | +47.3% | +104.2% | -56.9% | +12.8% |
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