+83.2%
DT vs GLDM
+189.1%
-105.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -6.7% |
| 7D | -28.3% | +1.9% | -30.2% | -28.5% |
| 30D | -28.4% | -1.7% | -26.7% | -28.2% |
| 3M | -14.1% | -3.5% | -10.5% | -13.7% |
| 6M | +13.2% | -10.1% | +23.2% | +14.6% |
| YTD | +0.8% | -5.0% | +5.9% | -0.4% |
| 1Y | -7.8% | +2.8% | -10.6% | -10.7% |
| 3Y | -8.3% | +105.1% | -113.4% | -30.9% |
| 5Y | -42.7% | +124.3% | -167.0% | -59.5% |
| All | +83.2% | +189.1% | -105.9% | +35.4% |
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