+106.7%
GLDM vs DG
+23.1%
+83.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.0% |
| 7D | +1.9% | +6.1% | -4.2% | +1.5% |
| 30D | -1.7% | +11.9% | -13.6% | -2.4% |
| 3M | -3.5% | +9.3% | -12.8% | -4.2% |
| 6M | -10.1% | +19.1% | -29.2% | -11.3% |
| YTD | -5.0% | +5.9% | -11.0% | -5.6% |
| 1Y | +2.8% | +39.8% | -37.0% | +0.6% |
| All | +106.7% | +23.1% | +83.6% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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