+216.8%
GLDM vs D
+45.0%
+171.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +2.9% | +2.4% | +0.5% | +2.7% |
| 30D | -3.9% | +10.9% | -14.8% | -4.8% |
| 3M | -8.1% | +2.8% | -11.0% | -8.4% |
| 6M | -14.7% | +12.7% | -27.4% | -15.7% |
| YTD | -6.6% | +20.3% | -26.9% | -8.2% |
| 1Y | -2.1% | +17.1% | -19.2% | -3.6% |
| 3Y | +107.7% | +75.1% | +32.5% | +97.1% |
| 5Y | +116.5% | +13.1% | +103.3% | +112.1% |
| All | +216.8% | +45.0% | +171.7% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling