+225.3%
GLDM vs DD
+53.5%
+171.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.5% |
| 7D | +5.0% | +9.8% | -4.8% | +4.4% |
| 30D | -1.3% | +19.3% | -20.6% | -2.4% |
| 3M | -4.7% | +9.4% | -14.1% | -5.3% |
| 6M | -12.4% | +4.8% | -17.2% | -12.7% |
| YTD | -4.1% | +30.2% | -34.3% | -5.3% |
| 1Y | +3.3% | +32.2% | -28.9% | +2.0% |
| 3Y | +110.9% | +93.1% | +17.8% | +105.4% |
| 5Y | +124.8% | +68.0% | +56.8% | +118.1% |
| All | +225.3% | +53.5% | +171.9% | +218.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling