+105.0%
GLDM vs DGX
+102.3%
+2.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.8% |
| 7D | +4.7% | +1.5% | +3.1% | +4.6% |
| 30D | -0.9% | +12.6% | -13.4% | -1.4% |
| 3M | -4.3% | +7.6% | -11.9% | -4.6% |
| 6M | -13.4% | +36.2% | -49.6% | -14.5% |
| YTD | -5.8% | +49.8% | -55.6% | -7.9% |
| 1Y | +2.1% | +47.3% | -45.2% | -0.1% |
| 3Y | +105.0% | +102.1% | +3.0% | +99.2% |
| All | +105.0% | +102.3% | +2.7% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling