-34.6%
DOCS vs GLDM
+126.3%
-160.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.7% | +5.8% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | +21.3% | -1.9% | +23.2% | +21.6% |
| 3M | +58.4% | -0.4% | +58.8% | +58.4% |
| 6M | +39.3% | -10.1% | +49.4% | +41.0% |
| YTD | -21.7% | -5.8% | -15.9% | -22.7% |
| 1Y | -47.3% | +3.1% | -50.4% | -49.3% |
| 3Y | +58.2% | +103.4% | -45.2% | +14.5% |
| 5Y | -52.3% | +125.5% | -177.8% | -70.5% |
| All | -34.6% | +126.3% | -160.9% | -61.2% |
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