-0.3%
DVN vs GLDM
+104.2%
-104.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -19.1% | +4.7% | -23.7% | -19.0% |
| 30D | -11.8% | -0.9% | -11.0% | -11.7% |
| 3M | -1.5% | -4.3% | +2.9% | -1.3% |
| 6M | -8.2% | -13.4% | +5.2% | -7.3% |
| YTD | +17.4% | -5.8% | +23.2% | +15.8% |
| 1Y | +33.5% | +2.1% | +31.4% | +29.3% |
| 3Y | -0.3% | +105.0% | -105.3% | -25.5% |
| All | -0.3% | +104.2% | -104.5% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling