+248.5%
GLDM vs DGX
+147.2%
+101.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | -0.5% | -2.3% | +1.8% | -0.4% |
| 30D | +4.4% | +0.6% | +3.9% | +4.4% |
| 3M | -1.1% | +21.4% | -22.5% | -2.0% |
| 6M | -13.7% | +14.7% | -28.4% | -14.3% |
| YTD | +2.8% | +38.4% | -35.7% | +0.9% |
| 1Y | +24.8% | +34.0% | -9.1% | +22.8% |
| 3Y | +127.8% | +92.7% | +35.1% | +119.1% |
| 5Y | +141.1% | +67.7% | +73.4% | +133.2% |
| All | +248.5% | +147.2% | +101.3% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling