+106.7%
GLDM vs DRI
+68.1%
+38.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | +1.9% | +3.7% | -1.8% | +1.8% |
| 30D | -1.7% | +13.5% | -15.2% | -2.0% |
| 3M | -3.5% | +10.4% | -13.9% | -3.8% |
| 6M | -10.1% | +19.5% | -29.5% | -10.3% |
| YTD | -5.0% | +28.2% | -33.3% | -5.5% |
| 1Y | +2.8% | +31.0% | -28.2% | +2.3% |
| All | +106.7% | +68.1% | +38.6% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling