+248.5%
GLDM vs DG
+48.6%
+199.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -0.5% | +8.4% | -8.9% | -0.9% |
| 30D | +4.4% | +4.9% | -0.5% | +4.2% |
| 3M | -1.1% | +29.3% | -30.4% | -2.3% |
| 6M | -13.7% | -11.3% | -2.4% | -13.3% |
| YTD | +2.8% | +1.8% | +1.0% | +2.6% |
| 1Y | +24.8% | +25.3% | -0.5% | +23.5% |
| 3Y | +127.8% | +9.1% | +118.7% | +124.5% |
| 5Y | +141.1% | -34.9% | +176.0% | +140.3% |
| All | +248.5% | +48.6% | +199.8% | +248.8% |
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