+110.9%
GLDM vs DBX
+24.2%
+86.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +1.8% |
| 7D | +5.0% | -8.6% | +13.6% | +4.9% |
| 30D | -1.3% | -5.2% | +3.9% | -1.3% |
| 3M | -4.7% | -6.4% | +1.7% | -4.7% |
| 6M | -12.4% | +12.7% | -25.1% | -12.3% |
| YTD | -4.1% | +17.2% | -21.2% | -3.8% |
| 1Y | +3.3% | +5.5% | -2.2% | +3.8% |
| 3Y | +110.9% | +24.1% | +86.8% | +110.1% |
| All | +110.9% | +24.2% | +86.7% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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