-4.9%
DOW vs GLDM
+207.4%
-212.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -9.5% | +4.7% | -14.2% | -9.7% |
| 30D | +13.1% | -0.9% | +13.9% | +13.1% |
| 3M | +4.8% | -4.3% | +9.1% | +5.0% |
| 6M | -16.7% | -13.4% | -3.3% | -16.0% |
| YTD | +38.9% | -5.8% | +44.7% | +38.0% |
| 1Y | +48.3% | +2.1% | +46.2% | +46.4% |
| 3Y | -24.4% | +105.0% | -129.4% | -31.1% |
| 5Y | -29.2% | +122.5% | -151.7% | -36.7% |
| All | -4.9% | +207.4% | -212.3% | -4.5% |
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