+219.4%
GLDM vs DRI
+168.4%
+51.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +4.7% | +2.8% | +1.9% | +4.6% |
| 30D | -0.9% | +13.3% | -14.1% | -1.0% |
| 3M | -4.3% | +8.2% | -12.5% | -4.4% |
| 6M | -13.4% | +17.5% | -30.9% | -13.5% |
| YTD | -5.8% | +26.9% | -32.7% | -6.0% |
| 1Y | +2.1% | +31.6% | -29.5% | +1.8% |
| 3Y | +105.0% | +67.0% | +38.1% | +104.0% |
| 5Y | +122.5% | +72.9% | +49.6% | +121.2% |
| All | +219.4% | +168.4% | +51.0% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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