-50.3%
DOCS vs GLDM
+147.0%
-197.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +21.8% | +4.4% | +17.4% | +21.0% |
| 3M | +27.3% | -1.1% | +28.4% | +27.2% |
| 6M | -0.3% | -13.7% | +13.3% | +1.4% |
| YTD | -40.5% | +2.8% | -43.3% | -41.9% |
| 1Y | -61.5% | +24.8% | -86.4% | -64.7% |
| 3Y | +8.2% | +127.8% | -119.6% | -23.4% |
| 5Y | -73.4% | +141.1% | -214.6% | -82.6% |
| All | -50.3% | +147.0% | -197.3% | -70.8% |
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