+36.7%
DVN vs GLDM
+107.1%
-70.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +10.4% | -4.6% | +15.0% | +10.9% |
| 30D | -6.7% | -5.5% | -1.2% | -6.1% |
| 3M | +5.6% | -10.9% | +16.5% | +7.2% |
| 6M | +0.7% | -17.3% | +18.0% | +3.9% |
| YTD | +29.6% | -10.2% | +39.7% | +27.6% |
| 1Y | +36.3% | -6.9% | +43.3% | +32.2% |
| 3Y | +13.2% | +98.7% | -85.5% | -29.3% |
| All | +36.7% | +107.1% | -70.4% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling