+3.6%
DUK vs GLDM
-13.2%
+16.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.9% |
| 7D | +0.3% | +4.7% | -4.4% | +0.9% |
| 30D | +10.6% | -0.9% | +11.5% | +10.3% |
| 3M | +4.0% | -4.3% | +8.3% | +3.5% |
| 6M | +3.6% | -13.4% | +17.0% | +2.6% |
| All | +3.6% | -13.2% | +16.8% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling