+105.0%
GLDM vs DAR
+11.9%
+93.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +4.7% | -9.9% | +14.6% | +4.9% |
| 30D | -0.9% | -16.4% | +15.5% | -0.4% |
| 3M | -4.3% | -17.1% | +12.7% | -4.0% |
| 6M | -13.4% | -20.5% | +7.1% | -13.0% |
| YTD | -5.8% | +39.4% | -45.2% | -7.7% |
| 1Y | +2.1% | +57.2% | -55.2% | -0.4% |
| 3Y | +105.0% | +13.9% | +91.2% | +102.6% |
| All | +105.0% | +11.9% | +93.2% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling