+117.6%
DT vs GLDM
+212.9%
-95.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.3% | -0.5% | -2.8% | -3.2% |
| 30D | +2.0% | +4.4% | -2.4% | +1.3% |
| 3M | +20.0% | -1.1% | +21.1% | +19.9% |
| 6M | +39.3% | -13.7% | +53.0% | +41.9% |
| YTD | +19.8% | +2.8% | +17.0% | +16.9% |
| 1Y | +4.3% | +24.8% | -20.6% | -3.5% |
| 3Y | +7.7% | +127.8% | -120.1% | -20.7% |
| 5Y | -26.8% | +141.1% | -168.0% | -48.7% |
| All | +117.6% | +212.9% | -95.3% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling