+222.0%
GLDM vs DBX
+7.4%
+214.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +0.9% |
| 7D | +1.9% | -1.5% | +3.4% | +1.9% |
| 30D | -1.7% | +6.0% | -7.7% | -1.8% |
| 3M | -3.5% | +2.2% | -5.7% | -3.6% |
| 6M | -10.1% | +40.7% | -50.8% | -10.6% |
| YTD | -5.0% | +28.6% | -33.7% | -5.4% |
| 1Y | +2.8% | +22.8% | -20.0% | +2.4% |
| 3Y | +105.1% | +37.5% | +67.6% | +103.4% |
| 5Y | +124.3% | +28.6% | +95.7% | +122.4% |
| All | +222.0% | +7.4% | +214.6% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling