+219.4%
GLDM vs DAR
+153.2%
+66.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +4.7% | -9.9% | +14.6% | +5.0% |
| 30D | -0.9% | -16.4% | +15.5% | -0.3% |
| 3M | -4.3% | -17.1% | +12.7% | -3.8% |
| 6M | -13.4% | -20.5% | +7.1% | -12.8% |
| YTD | -5.8% | +39.4% | -45.2% | -7.4% |
| 1Y | +2.1% | +57.2% | -55.2% | -0.1% |
| 3Y | +105.0% | +13.9% | +91.2% | +101.8% |
| 5Y | +122.5% | -40.8% | +163.3% | +123.5% |
| All | +219.4% | +153.2% | +66.2% | +201.8% |
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