+50.5%
DUK vs GLDM
+130.1%
-79.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -1.7% | +4.4% | -6.1% | -2.1% |
| 3M | -0.4% | -1.1% | +0.6% | -0.3% |
| 6M | -7.2% | -13.7% | +6.4% | -5.4% |
| YTD | +5.3% | +2.8% | +2.5% | +3.8% |
| 1Y | +3.0% | +24.8% | -21.9% | -2.6% |
| All | +50.5% | +130.1% | -79.6% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling