+213.0%
GLDM vs DRI
+171.5%
+41.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.0% | -0.7% | -1.2% | -1.9% |
| 30D | -4.4% | +14.7% | -19.1% | -4.6% |
| 3M | -8.8% | +5.4% | -14.3% | -8.9% |
| 6M | -15.9% | +18.8% | -34.7% | -16.0% |
| YTD | -7.7% | +28.4% | -36.0% | -7.9% |
| 1Y | -3.6% | +37.7% | -41.3% | -3.8% |
| 3Y | +105.2% | +68.0% | +37.3% | +104.2% |
| 5Y | +112.8% | +78.8% | +34.0% | +111.5% |
| All | +213.0% | +171.5% | +41.6% | +198.3% |
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