+112.1%
DUK vs GLDM
+248.1%
-136.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -1.7% | +4.4% | -6.1% | -2.5% |
| 3M | -0.4% | -1.1% | +0.6% | -0.4% |
| 6M | -7.2% | -13.7% | +6.4% | -4.7% |
| YTD | +5.3% | +2.8% | +2.5% | +3.5% |
| 1Y | +3.0% | +24.8% | -21.9% | -3.8% |
| 3Y | +53.1% | +127.8% | -74.7% | +21.4% |
| 5Y | +37.9% | +141.1% | -103.2% | +6.9% |
| All | +112.1% | +248.1% | -136.0% | +55.8% |
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