-20.2%
DOW vs GLDM
+99.9%
-120.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.3% |
| 7D | +5.2% | -4.6% | +9.8% | +5.2% |
| 30D | +13.2% | -5.5% | +18.6% | +13.2% |
| 3M | +10.1% | -10.9% | +21.0% | +10.3% |
| 6M | -13.1% | -17.3% | +4.3% | -12.4% |
| YTD | +46.1% | -10.2% | +56.3% | +43.6% |
| 1Y | +50.0% | -6.9% | +57.0% | +46.6% |
| 3Y | -20.2% | +98.7% | -118.9% | -42.3% |
| All | -20.2% | +99.9% | -120.1% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling