+106.5%
GLDM vs DLTR
+23.8%
+82.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | -5.5% | +2.4% | -7.9% | -5.6% |
| 30D | -7.0% | +21.5% | -28.5% | -7.4% |
| 3M | -12.3% | +9.8% | -22.1% | -12.5% |
| 6M | -17.9% | +58.6% | -76.6% | -18.9% |
| YTD | -10.3% | +14.8% | -25.1% | -10.9% |
| 1Y | -7.8% | +33.0% | -40.8% | -8.7% |
| 3Y | +99.5% | +23.8% | +75.6% | +97.0% |
| 5Y | +106.5% | +24.9% | +81.5% | +104.4% |
| All | +106.5% | +23.8% | +82.7% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 5y: compounded portfolio wealth divided by compounded DLTR 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…
5y analysis · Full analysis span regression · 6 months rolling