+111.4%
DLR vs GLDM
+221.7%
-110.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.4% | -5.7% |
| 7D | -4.5% | +1.9% | -6.4% | -5.0% |
| 30D | -5.4% | -1.7% | -3.7% | -5.0% |
| 3M | -9.8% | -3.5% | -6.2% | -9.1% |
| 6M | -10.0% | -10.1% | +0.1% | -7.8% |
| YTD | +15.2% | -5.0% | +20.3% | +15.4% |
| 1Y | +7.9% | +2.8% | +5.1% | +5.8% |
| 3Y | +43.8% | +105.1% | -61.3% | +15.7% |
| 5Y | +33.2% | +124.3% | -91.1% | +3.2% |
| All | +111.4% | +221.7% | -110.3% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling