-27.9%
DOW vs GLDM
+126.2%
-154.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -4.9% | +1.9% | -6.8% | -5.0% |
| 30D | +13.6% | -1.7% | +15.3% | +13.7% |
| 3M | +9.0% | -3.5% | +12.6% | +9.2% |
| 6M | -19.9% | -10.1% | -9.8% | -19.2% |
| YTD | +41.4% | -5.0% | +46.5% | +39.5% |
| 1Y | +47.4% | +2.8% | +44.6% | +43.4% |
| 3Y | -23.6% | +105.1% | -128.7% | -38.3% |
| 5Y | -27.9% | +124.3% | -152.2% | -46.0% |
| All | -27.9% | +126.2% | -154.1% | -46.0% |
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 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