+225.3%
GLDM vs DRI
+172.4%
+52.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.8% |
| 7D | +5.0% | +3.1% | +1.9% | +4.9% |
| 30D | -1.3% | +16.2% | -17.5% | -1.4% |
| 3M | -4.7% | +8.4% | -13.1% | -4.8% |
| 6M | -12.4% | +19.0% | -31.4% | -12.5% |
| YTD | -4.1% | +28.8% | -32.9% | -4.3% |
| 1Y | +3.3% | +33.1% | -29.8% | +3.1% |
| 3Y | +110.9% | +70.8% | +40.2% | +109.8% |
| 5Y | +124.8% | +74.2% | +50.5% | +123.4% |
| All | +225.3% | +172.4% | +52.9% | +210.0% |
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