+82.1%
DT vs GLDM
+186.8%
-104.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -24.7% | +4.7% | -29.4% | -25.3% |
| 30D | -27.4% | -0.9% | -26.5% | -27.3% |
| 3M | -11.1% | -4.3% | -6.8% | -10.6% |
| 6M | +13.7% | -13.4% | +27.1% | +15.7% |
| YTD | +0.2% | -5.8% | +6.0% | -0.9% |
| 1Y | -5.7% | +2.1% | -7.7% | -8.6% |
| 3Y | -8.1% | +105.0% | -113.1% | -30.9% |
| 5Y | -43.1% | +122.5% | -165.6% | -59.7% |
| All | +82.1% | +186.8% | -104.6% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling