+126.9%
DUK vs GLDM
+204.0%
-77.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.3% |
| 7D | -1.1% | -5.5% | +4.4% | -0.3% |
| 30D | +8.8% | -7.0% | +15.8% | +10.0% |
| 3M | +5.0% | -12.3% | +17.3% | +7.1% |
| 6M | +4.6% | -17.9% | +22.5% | +8.0% |
| YTD | +12.6% | -10.3% | +22.9% | +13.0% |
| 1Y | +7.4% | -7.8% | +15.2% | +7.1% |
| 3Y | +63.1% | +99.5% | -36.4% | +32.1% |
| 5Y | +54.6% | +106.5% | -51.9% | +22.9% |
| All | +126.9% | +204.0% | -77.1% | +70.2% |
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 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