+97.7%
DOCN vs GLDM
+133.4%
-35.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.7% | -10.8% | -8.2% |
| 7D | -20.0% | -0.3% | -19.8% | -19.9% |
| 30D | -38.8% | -1.9% | -36.9% | -38.3% |
| 3M | -34.8% | -0.4% | -34.4% | -34.6% |
| 6M | -22.8% | -10.1% | -12.7% | -20.7% |
| YTD | +74.6% | -5.8% | +80.5% | +74.7% |
| 1Y | +116.4% | +3.1% | +113.3% | +111.7% |
| 3Y | +239.3% | +103.4% | +135.9% | +157.9% |
| 5Y | -20.2% | +125.5% | -145.8% | -44.8% |
| All | +97.7% | +133.4% | -35.7% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling