+125.4%
DUK vs GLDM
+219.1%
-93.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +0.3% | +4.7% | -4.4% | -0.4% |
| 30D | +10.6% | -0.9% | +11.5% | +10.7% |
| 3M | +4.0% | -4.3% | +8.3% | +4.6% |
| 6M | +3.6% | -13.4% | +17.0% | +6.0% |
| YTD | +11.9% | -5.8% | +17.7% | +11.5% |
| 1Y | +6.7% | +2.1% | +4.6% | +4.2% |
| 3Y | +59.4% | +105.0% | -45.6% | +28.9% |
| 5Y | +52.4% | +122.5% | -70.1% | +19.5% |
| All | +125.4% | +219.1% | -93.6% | +67.9% |
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 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