+225.3%
GLDM vs DTE
+108.3%
+117.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.6% | +1.6% |
| 7D | +5.0% | +1.8% | +3.1% | +4.8% |
| 30D | -1.3% | +9.0% | -10.3% | -2.1% |
| 3M | -4.7% | -0.2% | -4.5% | -4.7% |
| 6M | -12.4% | +0.1% | -12.5% | -12.5% |
| YTD | -4.1% | +10.0% | -14.0% | -5.0% |
| 1Y | +3.3% | +4.7% | -1.3% | +2.8% |
| 3Y | +110.9% | +55.7% | +55.3% | +103.0% |
| 5Y | +124.8% | +45.1% | +79.6% | +117.5% |
| All | +225.3% | +108.3% | +117.1% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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