+222.0%
GLDM vs DG
+54.7%
+167.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.0% |
| 7D | +1.9% | +6.1% | -4.2% | +1.6% |
| 30D | -1.7% | +11.9% | -13.6% | -2.2% |
| 3M | -3.5% | +9.3% | -12.8% | -4.0% |
| 6M | -10.1% | +19.1% | -29.2% | -11.0% |
| YTD | -5.0% | +5.9% | -11.0% | -5.5% |
| 1Y | +2.8% | +39.8% | -37.0% | +1.2% |
| 3Y | +105.1% | +23.4% | +81.7% | +101.5% |
| 5Y | +124.3% | -33.3% | +157.6% | +123.1% |
| All | +222.0% | +54.7% | +167.2% | +221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling