+219.4%
GLDM vs DD
+44.9%
+174.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +4.7% | +4.6% | 0.0% | +4.3% |
| 30D | -0.9% | +11.8% | -12.6% | -1.6% |
| 3M | -4.3% | +2.2% | -6.5% | -4.5% |
| 6M | -13.4% | -1.6% | -11.8% | -13.4% |
| YTD | -5.8% | +23.0% | -28.8% | -6.7% |
| 1Y | +2.1% | +26.9% | -24.9% | +1.0% |
| 3Y | +105.0% | +77.9% | +27.1% | +100.4% |
| 5Y | +122.5% | +59.9% | +62.6% | +116.6% |
| All | +219.4% | +44.9% | +174.4% | +214.0% |
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