+107.7%
GLDM vs DRI
+69.5%
+38.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.6% |
| 7D | +2.9% | +4.2% | -1.4% | +2.7% |
| 30D | -3.9% | +15.7% | -19.6% | -4.3% |
| 3M | -8.1% | +5.8% | -13.9% | -8.3% |
| 6M | -14.7% | +18.4% | -33.1% | -15.0% |
| YTD | -6.6% | +28.2% | -34.8% | -7.0% |
| 1Y | -2.1% | +35.9% | -38.0% | -2.5% |
| 3Y | +107.7% | +67.7% | +39.9% | +99.0% |
| All | +107.7% | +69.5% | +38.2% | +99.0% |
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 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