-30.8%
DOW vs GLDM
+125.6%
-156.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -9.4% | +5.0% | -14.4% | -9.7% |
| 30D | +8.9% | -1.3% | +10.2% | +9.1% |
| 3M | +6.7% | -4.7% | +11.4% | +7.1% |
| 6M | -14.2% | -12.4% | -1.8% | -13.1% |
| YTD | +36.9% | -4.1% | +41.0% | +35.0% |
| 1Y | +45.8% | +3.3% | +42.4% | +41.9% |
| 3Y | -23.9% | +110.9% | -134.8% | -38.9% |
| 5Y | -30.8% | +124.8% | -155.5% | -48.2% |
| All | -30.8% | +125.6% | -156.4% | -48.2% |
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