+248.5%
GLDM vs D
+39.7%
+208.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.5% | +1.5% | -2.0% | -0.7% |
| 30D | +4.4% | -2.6% | +7.0% | +4.6% |
| 3M | -1.1% | 0.0% | -1.1% | -1.1% |
| 6M | -13.7% | +7.4% | -21.0% | -14.3% |
| YTD | +2.8% | +15.9% | -13.1% | +1.3% |
| 1Y | +24.8% | +18.1% | +6.7% | +22.8% |
| 3Y | +127.8% | +58.4% | +69.4% | +117.9% |
| 5Y | +141.1% | +5.2% | +135.9% | +137.6% |
| All | +248.5% | +39.7% | +208.8% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling