+204.7%
GLDM vs DKS
+435.0%
-230.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | +0.1% |
| 7D | -4.6% | +6.3% | -10.9% | -4.7% |
| 30D | -5.5% | +9.3% | -14.8% | -5.6% |
| 3M | -10.9% | -25.3% | +14.4% | -10.7% |
| 6M | -17.3% | -29.2% | +11.9% | -17.2% |
| YTD | -10.2% | -22.7% | +12.6% | -10.0% |
| 1Y | -6.9% | -30.1% | +23.2% | -6.8% |
| 3Y | +98.7% | +45.6% | +53.0% | +98.3% |
| 5Y | +106.7% | +28.5% | +78.3% | +106.4% |
| All | +204.7% | +435.0% | -230.3% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling