+46.4%
DRAM vs GLDM
-12.4%
+58.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | +0.5% |
| 7D | -14.7% | +2.9% | -17.6% | -18.3% |
| 30D | -28.9% | -3.9% | -25.0% | -24.9% |
| 3M | -18.1% | -8.1% | -9.9% | -8.6% |
| 6M | -23.0% | -14.7% | -8.3% | -1.6% |
| All | +46.4% | -12.4% | +58.8% | +85.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling