+0.4%
DOW vs GLDM
+192.8%
-192.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.0% |
| 7D | +3.7% | -5.5% | +9.2% | +3.8% |
| 30D | +16.3% | -7.0% | +23.3% | +16.6% |
| 3M | +9.7% | -12.3% | +22.0% | +10.2% |
| 6M | -14.1% | -17.9% | +3.8% | -13.3% |
| YTD | +46.6% | -10.3% | +56.9% | +45.9% |
| 1Y | +56.8% | -7.8% | +64.6% | +55.7% |
| 3Y | -20.4% | +99.5% | -119.8% | -27.5% |
| 5Y | -27.4% | +106.5% | -133.9% | -35.0% |
| All | +0.4% | +192.8% | -192.4% | +1.0% |
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