+21.2%
DVN vs GLDM
+121.8%
-100.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -19.1% | +4.7% | -23.7% | -19.6% |
| 30D | -11.8% | -0.9% | -11.0% | -11.7% |
| 3M | -1.5% | -4.3% | +2.9% | -0.9% |
| 6M | -8.2% | -13.4% | +5.2% | -5.7% |
| YTD | +17.4% | -5.8% | +23.2% | +15.1% |
| 1Y | +33.5% | +2.1% | +31.4% | +26.6% |
| 3Y | -0.3% | +105.0% | -105.3% | -36.9% |
| All | +21.2% | +121.8% | -100.5% | -28.5% |
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 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