+204.7%
GLDM vs DAR
+182.5%
+22.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -4.6% | +11.6% | -16.2% | -5.0% |
| 30D | -5.5% | -10.2% | +4.8% | -5.1% |
| 3M | -10.9% | -14.8% | +4.0% | -10.4% |
| 6M | -17.3% | -10.1% | -7.3% | -17.1% |
| YTD | -10.2% | +55.5% | -65.7% | -12.0% |
| 1Y | -6.9% | +61.7% | -68.6% | -9.0% |
| 3Y | +98.7% | +37.2% | +61.5% | +94.2% |
| 5Y | +106.7% | -26.9% | +133.7% | +106.1% |
| All | +204.7% | +182.5% | +22.2% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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