+222.0%
GLDM vs DRI
+171.1%
+50.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | -3.5% | +10.4% | -13.9% | -3.6% |
| 6M | -10.1% | +19.5% | -29.5% | -10.2% |
| YTD | -5.0% | +28.2% | -33.3% | -5.2% |
| 1Y | +2.8% | +31.0% | -28.2% | +2.5% |
| 3Y | +105.1% | +67.1% | +38.0% | +104.1% |
| 5Y | +124.3% | +74.7% | +49.6% | +122.9% |
| All | +222.0% | +171.1% | +50.8% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling