+248.5%
GLDM vs DRI
+155.1%
+93.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +4.4% | +3.8% | +0.6% | +4.4% |
| 3M | -1.1% | +13.0% | -14.1% | -1.1% |
| 6M | -13.7% | +8.3% | -22.0% | -13.7% |
| YTD | +2.8% | +20.6% | -17.9% | +2.6% |
| 1Y | +24.8% | +6.5% | +18.4% | +24.8% |
| 3Y | +127.8% | +53.7% | +74.1% | +126.8% |
| 5Y | +141.1% | +72.7% | +68.5% | +139.8% |
| All | +248.5% | +155.1% | +93.4% | +232.3% |
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 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