+39.0%
DVN vs GLDM
+2.8%
+36.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.7% | -11.0% | -6.7% |
| 7D | -13.9% | -0.3% | -13.7% | -13.7% |
| 30D | -8.0% | -1.9% | -6.2% | -8.0% |
| 3M | +0.8% | -0.4% | +1.2% | +1.3% |
| 6M | -12.8% | -10.1% | -2.7% | -12.9% |
| YTD | +22.7% | -5.8% | +28.6% | +20.6% |
| 1Y | +39.0% | +3.1% | +35.9% | +30.6% |
| All | +39.0% | +2.8% | +36.2% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling