+129.7%
GLDM vs DD
+43.0%
+86.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -0.5% | -3.5% | +3.0% | 0.0% |
| 30D | +4.4% | -10.3% | +14.7% | +6.1% |
| 3M | -1.1% | -7.5% | +6.5% | 0.0% |
| 6M | -13.7% | -8.0% | -5.7% | -12.8% |
| YTD | +2.8% | +10.5% | -7.7% | +2.3% |
| 1Y | +24.8% | +38.3% | -13.4% | +22.3% |
| All | +129.7% | +43.0% | +86.7% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling