-51.1%
DOCS vs GLDM
+126.2%
-177.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.4% |
| 7D | -1.3% | +1.9% | -3.2% | -1.6% |
| 30D | +19.4% | -1.7% | +21.1% | +19.5% |
| 3M | +53.4% | -3.5% | +56.9% | +53.7% |
| 6M | +28.8% | -10.1% | +38.8% | +29.6% |
| YTD | -25.1% | -5.0% | -20.0% | -25.9% |
| 1Y | -48.1% | +2.8% | -50.9% | -49.5% |
| 3Y | +51.4% | +105.1% | -53.7% | +19.9% |
| 5Y | -51.1% | +124.3% | -175.4% | -66.3% |
| All | -51.1% | +126.2% | -177.3% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling