+204.7%
GLDM vs DD
+52.1%
+152.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -4.6% | +5.0% | -9.6% | -4.9% |
| 30D | -5.5% | +19.7% | -25.2% | -6.5% |
| 3M | -10.9% | +7.2% | -18.1% | -11.3% |
| 6M | -17.3% | +1.0% | -18.4% | -17.5% |
| YTD | -10.2% | +29.1% | -39.3% | -11.2% |
| 1Y | -6.9% | +28.5% | -35.4% | -8.1% |
| 3Y | +98.7% | +89.4% | +9.2% | +93.6% |
| 5Y | +106.7% | +67.1% | +39.6% | +100.7% |
| All | +204.7% | +52.1% | +152.5% | +198.6% |
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