+107.0%
GLDM vs DBX
+24.0%
+83.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -4.6% | -3.3% | -1.4% | -4.6% |
| 30D | -5.5% | -5.9% | +0.4% | -5.4% |
| 3M | -10.9% | -6.7% | -4.2% | -10.9% |
| 6M | -17.3% | +28.0% | -45.3% | -17.6% |
| YTD | -10.2% | +20.6% | -30.8% | -10.3% |
| 1Y | -6.9% | +10.3% | -17.2% | -6.9% |
| 3Y | +98.7% | +24.0% | +74.6% | +97.3% |
| All | +107.0% | +24.0% | +83.0% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling