+213.0%
GLDM vs DD
+53.9%
+159.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.0% | +3.2% | -5.2% | -2.2% |
| 30D | -4.4% | +20.3% | -24.7% | -5.5% |
| 3M | -8.8% | +8.2% | -17.0% | -9.3% |
| 6M | -15.9% | +3.4% | -19.3% | -16.2% |
| YTD | -7.7% | +30.6% | -38.3% | -8.9% |
| 1Y | -3.6% | +30.6% | -34.2% | -4.8% |
| 3Y | +105.2% | +91.1% | +14.1% | +99.9% |
| 5Y | +112.8% | +68.6% | +44.2% | +106.4% |
| All | +213.0% | +53.9% | +159.1% | +206.7% |
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