+116.5%
GLDM vs DG
-31.9%
+148.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | +2.9% | +5.2% | -2.3% | +2.6% |
| 30D | -3.9% | +7.9% | -11.8% | -4.3% |
| 3M | -8.1% | +12.7% | -20.9% | -8.7% |
| 6M | -14.7% | +22.4% | -37.1% | -15.7% |
| YTD | -6.6% | +5.4% | -12.0% | -7.0% |
| 1Y | -2.1% | +39.4% | -41.4% | -3.5% |
| 3Y | +107.7% | +24.1% | +83.6% | +104.4% |
| 5Y | +116.5% | -32.2% | +148.6% | +114.6% |
| All | +116.5% | -31.9% | +148.3% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling