+248.5%
GLDM vs DD
+30.2%
+218.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -0.5% | -3.5% | +3.0% | -0.3% |
| 30D | +4.4% | -10.3% | +14.7% | +5.1% |
| 3M | -1.1% | -7.5% | +6.5% | -0.6% |
| 6M | -13.7% | -8.0% | -5.7% | -13.3% |
| YTD | +2.8% | +10.5% | -7.7% | +2.5% |
| 1Y | +24.8% | +38.3% | -13.4% | +23.6% |
| 3Y | +127.8% | +42.5% | +85.3% | +124.7% |
| 5Y | +141.1% | +60.2% | +81.0% | +136.2% |
| All | +248.5% | +30.2% | +218.3% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling