+124.3%
GLDM vs DAR
-40.1%
+164.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.9% |
| 7D | +1.9% | -8.1% | +10.0% | +2.1% |
| 30D | -1.7% | -17.1% | +15.4% | -1.1% |
| 3M | -3.5% | -12.3% | +8.7% | -3.3% |
| 6M | -10.1% | -21.8% | +11.7% | -9.5% |
| YTD | -5.0% | +40.8% | -45.9% | -6.8% |
| 1Y | +2.8% | +57.4% | -54.6% | +0.5% |
| 3Y | +105.1% | +12.1% | +93.0% | +101.7% |
| 5Y | +124.3% | -40.2% | +164.5% | +114.6% |
| All | +124.3% | -40.1% | +164.4% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling