+41.6%
DVN vs GLDM
+219.1%
-177.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -19.1% | +4.7% | -23.7% | -19.3% |
| 30D | -11.8% | -0.9% | -11.0% | -11.8% |
| 3M | -1.5% | -4.3% | +2.9% | -1.2% |
| 6M | -8.2% | -13.4% | +5.2% | -6.9% |
| YTD | +17.4% | -5.8% | +23.2% | +16.7% |
| 1Y | +33.5% | +2.1% | +31.4% | +30.8% |
| 3Y | -0.3% | +105.0% | -105.3% | -14.9% |
| 5Y | +22.7% | +122.5% | -99.8% | +2.8% |
| All | +41.6% | +219.1% | -177.5% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling