+164.6%
DOCN vs GLDM
+154.7%
+9.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | +1.1% | -0.5% | +1.7% | +1.3% |
| 30D | -9.6% | +4.4% | -14.0% | -10.5% |
| 3M | -37.7% | -1.1% | -36.6% | -37.7% |
| 6M | +115.2% | -13.7% | +128.9% | +120.3% |
| YTD | +133.7% | +2.8% | +131.0% | +128.5% |
| 1Y | +250.2% | +24.8% | +225.3% | +227.5% |
| 3Y | +320.3% | +127.8% | +192.5% | +209.7% |
| 5Y | +53.1% | +141.1% | -88.0% | +4.1% |
| All | +164.6% | +154.7% | +9.9% | +71.2% |
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