+87.8%
DT vs GLDM
+173.5%
-85.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | +3.1% | -4.6% | +7.7% | +3.9% |
| 30D | -29.5% | -5.5% | -24.1% | -28.9% |
| 3M | -11.7% | -10.9% | -0.9% | -10.3% |
| 6M | +29.0% | -17.3% | +46.3% | +32.2% |
| YTD | +3.4% | -10.2% | +13.5% | +3.0% |
| 1Y | -4.2% | -6.9% | +2.7% | -5.5% |
| 3Y | -12.8% | +98.7% | -111.5% | -34.4% |
| 5Y | -39.6% | +106.7% | -146.3% | -56.3% |
| All | +87.8% | +173.5% | -85.7% | +40.0% |
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 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