+19.7%
GLDM vs DGX
+30.6%
-10.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | +0.7% | -0.3% | +1.1% | +0.7% |
| 30D | +0.3% | -1.2% | +1.5% | +0.3% |
| 3M | +0.7% | +19.9% | -19.2% | +1.5% |
| 6M | -15.4% | +19.2% | -34.7% | -14.8% |
| YTD | +1.0% | +37.5% | -36.5% | +0.4% |
| 1Y | +19.7% | +31.3% | -11.5% | +21.7% |
| All | +19.7% | +30.6% | -10.8% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling