+67.4%
DVN vs GLDM
+241.3%
-173.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +4.5% | -2.0% | +6.5% | +4.7% |
| 30D | +12.0% | -1.5% | +13.5% | +12.1% |
| 3M | +13.4% | +3.3% | +10.1% | +13.0% |
| 6M | +12.1% | -16.2% | +28.3% | +14.7% |
| YTD | +38.8% | +0.7% | +38.1% | +37.3% |
| 1Y | +46.0% | +19.4% | +26.6% | +39.8% |
| 3Y | +9.5% | +125.5% | -116.0% | -7.5% |
| 5Y | +125.3% | +142.0% | -16.7% | +88.1% |
| All | +67.4% | +241.3% | -173.9% | +63.7% |
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