+127.2%
DUK vs GLDM
+212.7%
-85.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | -0.6% | -2.0% | +1.3% | -0.3% |
| 30D | +9.4% | -4.4% | +13.9% | +10.1% |
| 3M | +5.4% | -8.8% | +14.3% | +6.9% |
| 6M | +4.9% | -15.9% | +20.8% | +7.9% |
| YTD | +12.7% | -7.7% | +20.4% | +12.7% |
| 1Y | +7.8% | -3.6% | +11.4% | +6.5% |
| 3Y | +63.3% | +105.2% | -41.9% | +31.7% |
| 5Y | +54.2% | +112.8% | -58.5% | +22.1% |
| All | +127.2% | +212.7% | -85.5% | +69.7% |
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