-37.4%
DOW vs GLDM
+143.3%
-180.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -3.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | +0.4% | +4.4% | -4.0% | 0.0% |
| 3M | -14.4% | -1.1% | -13.3% | -14.3% |
| 6M | -7.0% | -13.7% | +6.7% | -5.6% |
| YTD | +30.2% | +2.8% | +27.4% | +27.8% |
| 1Y | +29.2% | +24.8% | +4.4% | +22.3% |
| 3Y | -36.7% | +127.8% | -164.5% | -48.4% |
| All | -37.4% | +143.3% | -180.7% | -51.3% |
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 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